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Meldia Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 3, 2023 at 06:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Meldia Co Ltd S0GARCH
paramt-stat
ω0.92662.00
α0.20785.77
β0.729519.55
γ1-0.5777-1.15
γ20.77701.08
γ3-0.6902-1.32
γ41.04711.86
γ5-0.5599-1.11
γ6-0.3218-0.80
γ70.68482.52
γ8-0.7516-2.75
γ90.60162.33
Estimation Period:
Sep 12, 2006 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts