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Carnival Group International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 24, 2022 at 04:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carnival Group International Holdings Ltd S0GARCH
paramt-stat
ω0.45571.79
α0.24425.31
β0.696616.27
γ1-0.3882-2.62
γ20.47742.20
γ3-0.1280-0.95
γ40.12381.18
γ5-0.3344-3.56
γ60.64326.80
γ7-0.5984-8.12
Estimation Period:
Feb 17, 1994 to Feb 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts