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Cayman Golden Century Wheel Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 9, 2025 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Cayman Golden Century Wheel S0GARCH
paramt-stat
ω1.28650.07
α0.15690.02
β0.84310.12
γ17.15500.01
γ2-15.8292-0.03
γ313.36101.49
γ4-7.9355-0.56
γ56.43430.11
γ6-14.3070-0.03
γ721.14310.03
γ8-13.2753-0.06
γ918.38940.03
γ10-27.5586-0.02
Estimation Period:
Oct 19, 2016 to Jan 3, 2025
Impact of return on volatility tomorrow
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