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Integrated Design & Engineering Holdings Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 17, 2025 at 12:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Integrated Design & Engineering Holdings Co Ltd SGARCH
paramt-stat
ω1.48196.97
α0.17659.23
β0.727440.00
γ1-0.0488-0.99
γ20.16722.05
γ3-0.2360-3.97
γ40.16793.20
γ5-0.0646-1.16
γ60.03390.58
γ7-0.0131-0.19
γ8-0.0319-0.38
γ90.04030.44
γ10-0.3411-3.20
Estimation Period:
Jan 4, 1990 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts