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AusCann Group Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AusCann Group Holdings Ltd SGARCH
paramt-stat
ω1.448214,481,970.00
α0.16021,602,320.00
β0.74657,465,060.00
γ1-5.4561-54,560,610.00
γ29.682296,822,400.00
γ3-5.8537-58,537,070.00
γ4-5.9925-59,925,180.00
γ5-39.6300-396,300,300.00
Estimation Period:
Feb 7, 1996 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts