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V-Lab

Goodspeed Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Goodspeed Co Ltd S0GARCH
paramt-stat
ω3.62984.85
α0.20233.99
β0.00000.00
γ113.57856.17
γ2-17.5475-4.77
γ33.71801.32
γ41.67940.82
γ5-3.5441-1.98
γ65.67782.30
γ7-4.8243-1.13
γ8-2.2646-0.43
γ96.32301.62
Estimation Period:
Apr 25, 2019 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts