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V-Lab

Costa Group Holdings Ltd 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 SGARCH
paramt-stat
ω0.88584.58
α0.19783.05
β0.00000.00
γ1-0.1611-0.14
γ20.12390.07
γ30.64540.54
γ4-0.3080-0.25
γ5-1.3683-1.04
γ61.25560.69
γ7-0.3474-0.15
γ80.83260.44
γ9-0.8678-0.50
γ10-6.2647-2.21
Estimation Period:
Jul 24, 2015 to Feb 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts