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Samson Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 9, 2024 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samson Holding Ltd S0GARCH
paramt-stat
ω0.90203.15
α0.15226.83
β0.769416.42
γ1-0.5667-1.66
γ20.64521.36
γ30.03370.11
γ4-0.3949-1.44
γ50.70912.81
γ6-0.6668-2.61
γ70.54752.09
γ8-0.7302-2.67
γ90.59042.60
Estimation Period:
Jan 2, 2007 to Nov 8, 2024
Impact of return on volatility tomorrow
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