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Smartac International Holdings Ltd 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 SGARCH
paramt-stat
ω1.26685.04
α0.38575.32
β0.32834.10
γ11.16942.76
γ2-1.7618-2.42
γ30.73401.23
γ4-0.1724-0.32
γ50.11760.20
γ6-0.1701-0.31
γ7-0.2325-0.45
γ81.45052.48
γ9-2.6666-3.64
γ104.46155.64
Estimation Period:
Jan 2, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts