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APN Property Group Ltd 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 SGARCH
paramt-stat
ω0.82084.09
α0.40412.37
β0.32993.07
γ10.30320.76
γ20.15930.26
γ3-1.5013-3.21
γ41.62973.40
γ5-1.2171-2.76
γ61.36772.60
γ7-1.3842-2.06
γ80.94591.62
γ90.34630.87
γ10-2.6792-5.74
Estimation Period:
Jun 23, 2005 to Jul 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts