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Cognition Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 13, 2024 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cognition Holdings Ltd S0GARCH
paramt-stat
ω0.82495.80
α0.13005.08
β0.59717.15
γ1-2.6146-5.57
γ24.24435.71
γ3-2.9135-4.61
γ42.35803.26
γ5-1.8041-1.99
γ61.27811.47
γ7-0.2699-0.50
γ8-1.2834-3.34
γ91.51803.72
γ10-0.4913-1.46
Estimation Period:
Apr 22, 1999 to Jun 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts