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Serio Hldgs Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 20, 2024 at 11:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Serio Hldgs Co Ltd S0GARCH
paramt-stat
ω1.75203.07
α0.26446.24
β0.717725.46
γ11.65930.22
γ2-6.4455-0.66
γ312.35562.15
γ4-12.2820-2.69
γ53.67400.69
γ63.78170.64
γ7-7.2282-1.54
γ813.71693.44
γ9-25.3527-7.33
γ1025.889211.25
Estimation Period:
Mar 2, 2018 to Mar 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts