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Alviva Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, March 19, 2023 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alviva Holdings Ltd S0GARCH
paramt-stat
ω1.66146.42
α0.15216.40
β0.775724.45
γ10.15491.35
γ2-0.3849-2.01
γ30.21431.66
γ40.29622.79
γ5-0.6493-4.59
γ60.86634.32
γ7-0.9171-3.26
γ80.66701.88
γ9-0.3995-1.17
γ100.21851.04
Estimation Period:
Jan 8, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts