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South Shore Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 30, 2021 at 03:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Shore Holdings Ltd S0GARCH
paramt-stat
ω0.71844.90
α0.26563.43
β0.56666.01
γ1-0.3064-0.43
γ20.00960.01
γ30.82210.66
γ4-1.5000-1.29
γ51.92722.17
γ6-1.6082-2.44
γ71.82482.76
γ8-2.1805-2.03
γ91.18840.90
γ10-0.1603-0.17
Estimation Period:
Jan 2, 2007 to Jun 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts