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Serio Hldgs Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 20, 2024 at 11:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Serio Hldgs Co Ltd SGARCH
paramt-stat
ω1.38382.89
α0.21456.08
β0.725014.06
γ10.41490.14
γ2-2.2823-0.47
γ37.50471.77
γ4-12.1564-3.67
γ510.56544.64
γ6-7.9197-3.25
γ79.14622.80
γ8-9.1431-1.71
γ9-10.6944-1.14
Estimation Period:
Mar 2, 2018 to Mar 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts