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Golden Eagle Retail Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 18, 2023 at 03:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Golden Eagle Retail Group Ltd S0GARCH
paramt-stat
ω1.84533.86
α0.21247.30
β0.659615.85
γ10.36030.92
γ2-0.5120-0.94
γ30.21730.81
γ4-0.2176-0.93
γ50.20110.83
γ60.02220.09
γ70.07580.31
γ8-0.6746-2.63
γ91.36615.07
γ10-1.2771-6.02
Estimation Period:
Mar 21, 2006 to Sep 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts