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African Equity Empowerment Investments Ltd 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 SGARCH
paramt-stat
ω0.71874.71
α0.17306.78
β0.679613.66
γ1-0.7490-4.71
γ20.99994.42
γ3-0.0946-0.70
γ4-0.2931-2.19
γ50.21581.56
γ6-0.3371-2.49
γ70.86305.77
γ8-1.3515-7.39
γ90.97103.67
Estimation Period:
May 12, 1999 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts