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V-Lab

Defence Tech Holding Societa 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 SGARCH
paramt-stat
ω1.38293.30
α0.38642.83
β0.06000.74
γ1-0.9106-0.16
γ23.17530.35
γ3-7.0191-0.90
γ48.68861.20
γ5-5.1258-0.81
γ68.73191.25
γ7-46.0569-4.81
Estimation Period:
Nov 4, 2021 to Nov 15, 2024
Impact of return on volatility tomorrow
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