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Genting Hong Kong Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, January 17, 2022 at 04:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Genting Hong Kong Ltd S0GARCH
paramt-stat
ω1.87763.14
α0.13005.34
β0.772017.51
γ11.06542.52
γ2-1.4769-2.41
γ30.35920.70
γ40.31810.61
γ5-0.6470-1.32
γ60.82091.79
γ7-0.5440-1.19
γ80.62711.14
γ9-1.0867-2.24
Estimation Period:
Jan 2, 2007 to Jan 14, 2022
Impact of return on volatility tomorrow
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