Skip to main content
V-Lab

Afristrat Investment Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, May 4, 2025 at 08:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Afristrat Investment Holdings Ltd S0GARCH
paramt-stat
ω10.2122102,121,800.00
α0.0390389,620.00
β0.94389,438,340.00
γ129.0415290,415,200.00
γ2-31.5095-315,095,100.00
γ3-9.1664-91,663,660.00
γ425.7691257,691,400.00
γ5-22.5243-225,242,700.00
γ615.2689152,688,900.00
γ7-40.0358-400,357,700.00
γ8104.24031,042,403,000.00
γ9-326.8804-3,268,804,000.00
γ10466.62424,666,242,000.00
Estimation Period:
Aug 6, 1998 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts