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V-Lab

Aurum Proptech Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Aurum Proptech Ltd SGARCH
paramt-stat
ω12.0933120,933,100.00
α0.64756,474,810.00
β0.34453,445,080.00
γ1-100.9849-1,009,849,000.00
γ2147.62181,476,218,000.00
γ3222.55172,225,517,000.00
γ4-622.8258-6,228,258,000.00
γ5377.39113,773,911,000.00
γ6370.89763,708,976,000.00
γ7-921.5265-9,215,265,000.00
γ8782.15807,821,580,000.00
γ9215.73982,157,398,000.00
γ10-13,540.0600-135,400,600,000.00
Estimation Period:
May 25, 2022 to May 30, 2025
Impact of return on volatility tomorrow
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