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Doyen International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 8, 2025 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Doyen International Holdings Ltd S0GARCH
paramt-stat
ω0.96272.90
α0.11613.24
β0.73189.70
γ12.48833.50
γ2-4.1550-3.01
γ32.95632.40
γ4-3.0180-3.88
γ53.85496.98
γ6-3.3465-4.32
γ71.86891.95
γ8-1.6191-1.76
γ91.47552.32
Estimation Period:
Jan 2, 2007 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts