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V-Lab

Carnival Group International Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 24, 2022 at 04:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carnival Group International Holdings Ltd SGARCH
paramt-stat
ω0.44981.82
α0.24605.41
β0.691416.21
γ1-0.3917-2.66
γ20.48432.25
γ3-0.1354-1.01
γ40.13311.28
γ5-0.3494-3.57
γ60.67605.52
γ7-0.6896-3.04
Estimation Period:
Feb 17, 1994 to Feb 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts