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APN Property Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 4, 2021 at 08:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of APN Property Group Ltd S0GARCH
paramt-stat
ω0.81344.65
α0.36322.84
β0.39843.84
γ10.33210.81
γ20.10620.17
γ3-1.4464-2.98
γ41.56673.15
γ5-1.1803-2.61
γ61.41932.62
γ7-1.5612-2.23
γ81.29372.15
γ9-0.4404-1.07
γ10-0.2509-0.87
Estimation Period:
Jun 23, 2005 to Jul 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts