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Femco Steel Technology Co Lt 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 SGARCH
paramt-stat
ω30.2034302,033,600.00
α0.57605,760,300.00
β0.42404,239,670.00
γ13.064830,647,960.00
γ2-11.3489-113,489,100.00
γ34.521645,215,500.00
γ4-484.9725-4,849,725,000.00
Estimation Period:
Apr 3, 2019 to Jan 10, 2025
Impact of return on volatility tomorrow
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