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Golden Eagle Retail Group Ltd 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 SGARCH
paramt-stat
ω1.90053.75
α0.21987.27
β0.663216.78
γ10.38280.95
γ2-0.5529-1.00
γ30.25420.93
γ4-0.2567-1.07
γ50.24350.97
γ6-0.0266-0.10
γ70.15150.60
γ8-0.8451-2.98
γ91.75794.07
γ10-2.2930-2.74
Estimation Period:
Mar 21, 2006 to Sep 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts