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Femco Steel Technology Co Lt Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 15, 2025 at 12:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Femco Steel Technology Co Lt S0GARCH
paramt-stat
ω99.9168999,167,800.00
α0.29382,937,840.00
β0.69336,932,600.00
γ145.0696450,696,400.00
γ2-119.8340-1,198,340,000.00
γ3127.32861,273,286,000.00
γ446.4467464,467,000.00
γ5-267.2401-2,672,401,000.00
γ6337.25923,372,592,000.00
γ7-76.8384-768,383,900.00
γ8-1,775.2590-17,752,590,000.00
γ93,151.504031,515,040,000.00
Estimation Period:
Apr 3, 2019 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts