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African Equity Empowerment Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 18, 2024 at 08:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of African Equity Empowerment Investments Ltd S0GARCH
paramt-stat
ω0.72464.80
α0.17506.76
β0.672113.44
γ1-0.7313-4.63
γ20.97144.32
γ3-0.0793-0.59
γ4-0.2983-2.26
γ50.21821.59
γ6-0.3451-2.58
γ70.88806.14
γ8-1.4181-9.22
γ91.16549.70
Estimation Period:
May 12, 1999 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts