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Cellnet Group Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 31, 2023 at 12:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cellnet Group Limited SGARCH
paramt-stat
ω1.17633.46
α0.18566.88
β0.745322.34
γ10.71171.89
γ2-0.9694-1.60
γ30.01330.03
γ40.91251.68
γ5-1.3177-2.03
γ61.24581.93
γ7-1.0531-1.95
γ80.58601.37
γ9-0.0144-0.03
γ10-1.5900-2.62
Estimation Period:
Nov 17, 1999 to Aug 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts