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V-Lab

8I Holdings Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 18, 2023 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of 8I Holdings Limited S0GARCH
paramt-stat
ω1.11394.04
α0.25193.85
β0.24572.19
γ12.96521.10
γ2-4.3774-1.04
γ33.49851.23
γ4-1.6512-0.63
γ5-1.9328-0.77
γ62.40700.87
γ7-4.3459-1.38
γ87.28632.16
γ9-6.6925-1.87
γ104.34751.74
Estimation Period:
Dec 17, 2014 to Feb 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts