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V-Lab

Goodspeed Co Ltd 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 SGARCH
paramt-stat
ω3.64684.87
α0.19783.88
β0.00000.00
γ113.68486.25
γ2-17.7106-4.85
γ33.78731.35
γ41.71050.84
γ5-3.7038-2.05
γ66.01142.36
γ7-5.5483-1.21
γ8-0.3115-0.05
γ90.22110.03
Estimation Period:
Apr 25, 2019 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts