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ABC Technologies Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, October 28, 2023 at 05:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ABC Technologies Holdings Inc S0GARCH
paramt-stat
ω0.69182.27
α0.25923.23
β0.20711.37
γ1-41.8662-1.50
γ274.51651.83
γ3-40.6521-1.73
γ40.63160.03
γ56.82660.36
γ616.66160.83
γ7-50.3155-2.67
γ867.73064.10
γ9-56.2221-3.16
γ1032.72321.90
Estimation Period:
Feb 22, 2021 to Oct 27, 2023
Impact of return on volatility tomorrow
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