Skip to main content
V-Lab

Afristrat Investment Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, May 4, 2025 at 08:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Afristrat Investment Holdings Ltd SGARCH
paramt-stat
ω2.251822,518,370.00
α0.13211,320,840.00
β0.86728,672,260.00
γ10.0214213,780.00
γ21.150811,508,420.00
γ3-7.4693-74,692,530.00
γ418.5298185,297,500.00
γ5-123.4835-1,234,835,000.00
Estimation Period:
Aug 6, 1998 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts