Skip to main content
V-Lab

G City Europe Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 20, 2022 at 07:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of G City Europe Ltd SGARCH
paramt-stat
ω0.03553.78
α0.25214.42
β0.59939.29
γ1-0.2111-1.12
γ21.16514.84
γ3-2.2143-14.34
γ41.66789.68
γ5-0.5130-2.76
γ60.13430.67
γ70.06760.25
γ8-0.1464-0.37
γ90.20480.32
Estimation Period:
Mar 25, 2003 to Feb 18, 2022
Impact of return on volatility tomorrow
Volatility Forecasts