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Global Ports Holding PLC 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 SGARCH
paramt-stat
ω5.89182.53
α0.711976.65
β0.286229.25
γ1-2.8478-1.17
γ23.53420.93
γ3-0.0446-0.02
γ4-0.0027-0.00
γ5-2.7062-1.64
γ62.82921.61
γ70.88420.41
γ8-7.5538-2.51
γ935.67755.16
γ10-323.7597-25.52
Estimation Period:
May 22, 2017 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts