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Avance Gas Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, August 24, 2025 at 02:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Avance Gas Holdings Ltd S0GARCH
paramt-stat
ω0.41922.12
α0.19996.18
β0.47637.10
γ10.35490.34
γ2-0.1326-0.10
γ3-1.2332-2.08
γ42.02863.95
γ5-1.3315-2.46
γ6-0.2640-0.49
γ71.45583.24
γ8-1.6751-3.87
γ92.04273.86
γ10-2.0903-4.60
Estimation Period:
Dec 4, 2013 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts