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Cognition Holdings Ltd 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 SGARCH
paramt-stat
ω0.79075.90
α0.13915.25
β0.52486.24
γ1-2.7202-6.11
γ24.40346.27
γ3-2.9882-5.01
γ42.37243.48
γ5-1.7737-2.08
γ61.22341.50
γ7-0.1861-0.36
γ8-1.4545-3.54
γ91.89153.29
γ10-1.4430-1.40
Estimation Period:
Apr 22, 1999 to Jun 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts