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V-Lab

Green Cross Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 2, 2024 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Green Cross Co Ltd SGARCH
paramt-stat
ω2.94614.23
α0.10084.64
β0.786518.22
γ10.31542.03
γ2-0.4223-1.61
γ30.29361.42
γ4-0.4388-2.90
γ50.49113.71
γ6-0.4107-3.43
γ70.27192.30
γ8-0.2114-1.67
γ90.18391.47
γ100.17580.68
Estimation Period:
Jan 25, 1999 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts