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V-Lab

Alviva Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, March 19, 2023 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alviva Holdings Ltd SGARCH
paramt-stat
ω1.65256.20
α0.13524.96
β0.783417.10
γ10.13502.61
γ2-0.4206-4.74
γ30.56546.78
γ4-0.4683-4.70
γ50.43214.28
γ6-0.4950-5.17
γ70.51254.02
γ8-0.7325-3.68
Estimation Period:
Jan 8, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts