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G City Europe Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 20, 2022 at 07:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of G City Europe Ltd S0GARCH
paramt-stat
ω0.03524.00
α0.25554.38
β0.57838.51
γ1-0.1894-1.06
γ21.12514.90
γ3-2.1826-14.57
γ41.64629.93
γ5-0.5046-2.82
γ60.15030.77
γ70.00220.01
γ80.01560.04
γ9-0.1553-0.50
Estimation Period:
Mar 25, 2003 to Feb 18, 2022
Impact of return on volatility tomorrow
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