Skip to main content
V-Lab

Green Cross Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 2, 2024 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Green Cross Co Ltd S0GARCH
paramt-stat
ω3.00234.06
α0.11983.98
β0.766016.92
γ10.29551.84
γ2-0.3897-1.43
γ30.26891.25
γ4-0.4160-2.63
γ50.47213.42
γ6-0.3974-3.22
γ70.27312.21
γ8-0.2523-1.87
γ90.31282.33
γ10-0.2213-2.00
Estimation Period:
Jan 25, 1999 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts