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ARM Cement Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 7, 2023 at 03:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ARM Cement Ltd S0GARCH
paramt-stat
ω0.0866866,410.00
α0.51205,120,060.00
β0.48024,802,180.00
γ1-12.3022-123,021,700.00
γ215.9811159,811,200.00
γ313.5452135,452,200.00
γ4-54.4596-544,596,200.00
γ562.8519628,519,300.00
Estimation Period:
Jan 20, 1998 to Sep 1, 2023
Impact of return on volatility tomorrow
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