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Costa Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 29, 2024 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Costa Group Holdings Ltd S0GARCH
paramt-stat
ω0.89024.85
α0.15843.47
β0.00000.00
γ1-0.0694-0.06
γ20.01520.01
γ30.64060.55
γ4-0.2313-0.19
γ5-1.5039-1.15
γ61.46640.82
γ7-0.7834-0.35
γ81.87741.05
γ9-3.4906-3.19
γ103.27143.66
Estimation Period:
Jul 24, 2015 to Feb 23, 2024
Impact of return on volatility tomorrow
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