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Smartac International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 31, 2021 at 03:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Smartac International Holdings Ltd S0GARCH
paramt-stat
ω0.89684.46
α0.37275.38
β0.38764.62
γ10.02210.14
γ2-0.1232-0.55
γ30.19081.30
γ4-0.2321-1.74
γ50.45343.34
γ6-0.5117-4.33
Estimation Period:
Jan 2, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts