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S LINE GROUP CO LTD Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 17, 2024 at 11:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S LINE GROUP CO LTD S0GARCH
paramt-stat
ω0.28393.10
α0.15555.66
β0.630012.06
γ1-0.1999-0.92
γ2-0.0008-0.00
γ30.25942.09
γ4-0.1308-1.31
γ50.24081.70
γ6-0.3075-1.67
γ70.23241.17
γ8-0.2294-1.35
γ90.29361.45
γ10-0.2140-1.08
Estimation Period:
Sep 30, 1993 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts