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Global Ports Holding PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 21, 2024 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Global Ports Holding PLC S0GARCH
paramt-stat
ω2.70292.83
α0.491176.46
β0.506075.05
γ1-4.1891-1.34
γ25.38081.14
γ3-0.9225-0.29
γ40.78740.37
γ5-4.0057-2.16
γ65.59612.62
γ7-4.8297-1.71
γ85.23101.31
γ9-33.3883-6.75
γ1058.065017.13
Estimation Period:
May 22, 2017 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts