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Defence Tech Holding Societa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 16, 2024 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Defence Tech Holding Societa S0GARCH
paramt-stat
ω1.63343.11
α0.30633.38
β0.00000.00
γ111.11350.97
γ2-18.1861-1.13
γ313.71551.10
γ4-11.8992-0.73
γ51.39790.09
γ614.94451.09
γ7-20.3031-1.44
γ825.09231.35
γ9-38.5500-2.04
γ1033.69572.89
Estimation Period:
Nov 4, 2021 to Nov 15, 2024
Impact of return on volatility tomorrow
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