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Arrow Global Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 8, 2021 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Arrow Global Group Ltd S0GARCH
paramt-stat
ω1.16422.77
α0.14354.45
β0.819417.43
γ10.89820.42
γ20.47070.14
γ3-1.9029-0.75
γ4-0.6813-0.29
γ53.49671.36
γ6-3.5854-1.10
γ70.30620.08
γ84.30011.06
γ9-10.6297-3.10
γ1012.12625.94
Estimation Period:
Oct 7, 2013 to Oct 1, 2021
Impact of return on volatility tomorrow
Volatility Forecasts