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Macrolink Capital Holdings Ltd 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 SGARCH
paramt-stat
ω6.577065,769,710.00
α0.19131,913,140.00
β0.71877,186,800.00
γ1-21.3206-213,206,300.00
γ224.4439244,438,600.00
γ327.5688275,688,300.00
γ4-34.5462-345,462,000.00
γ5-126.2180-1,262,180,000.00
Estimation Period:
Jan 2, 2007 to Mar 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts