Skip to main content
V-Lab

CMM Infraprojects Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CMM Infraprojects Ltd S0GARCH
paramt-stat
ω2.99982.09
α0.261311.00
β0.696722.48
γ10.53410.31
γ2-0.6597-0.28
γ30.13770.10
γ40.86590.68
γ5-2.7116-1.87
γ63.94491.84
γ7-6.7723-3.22
γ88.33964.44
Estimation Period:
Nov 16, 2017 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts