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V-Lab

CBZ Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 21, 2024 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBZ Holdings Ltd S0GARCH
paramt-stat
ω1.23925.12
α0.25845.27
β0.619810.34
γ11.11771.05
γ2-2.2032-1.33
γ32.42182.50
γ4-2.2255-1.90
γ51.41240.95
γ6-1.1720-0.97
γ71.26931.50
γ8-0.8985-1.72
Estimation Period:
Nov 2, 2009 to Sep 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts