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Goldin Financial Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 5, 2022 at 07:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Goldin Financial Holdings Ltd S0GARCH
paramt-stat
ω0.51727.39
α0.21515.83
β0.607910.02
γ10.35183.40
γ2-0.5997-3.10
γ30.32461.88
γ4-0.1210-0.79
γ50.02400.14
γ6-0.1337-0.78
γ70.55083.39
γ8-0.8463-5.33
γ90.86156.57
γ10-0.5910-6.82
Estimation Period:
Oct 8, 1992 to Mar 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts