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V-Lab

ABC Technologies Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, October 28, 2023 at 05:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ABC Technologies Holdings Inc SGARCH
paramt-stat
ω0.98313.37
α0.32692.67
β0.20341.32
γ1-4.5673-0.59
γ218.31961.42
γ3-29.4818-3.26
γ429.46943.68
γ5-31.3361-3.41
γ638.85722.91
γ7-72.1770-3.82
Estimation Period:
Feb 22, 2021 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts