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Arcland Service Holdings Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 2, 2023 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arcland Service Holdings Co SGARCH
paramt-stat
ω1.78823.82
α0.18054.33
β0.692513.35
γ10.02040.06
γ20.16750.29
γ3-0.4543-1.04
γ40.63341.92
γ5-0.7809-3.13
γ60.68963.36
γ7-0.5092-2.51
γ80.83652.83
Estimation Period:
Aug 30, 2007 to Sep 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts