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Macrolink Capital Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 20, 2024 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Macrolink Capital Holdings Ltd S0GARCH
paramt-stat
ω1.636216,362,140.00
α0.16551,654,760.00
β0.75347,533,970.00
γ115.2456152,455,600.00
γ23.259232,591,560.00
γ3-22.6276-226,275,700.00
γ40.16361,635,810.00
γ517.5789175,789,200.00
γ67.163971,639,080.00
γ7-15.9573-159,573,300.00
γ8-82.3254-823,253,700.00
γ9138.27601,382,760,000.00
Estimation Period:
Jan 2, 2007 to Mar 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts