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V-Lab

Canopy Finance Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 30, 2024 at 02:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Canopy Finance Limited S0GARCH
paramt-stat
ω15.4339154,339,400.00
α0.54155,414,840.00
β0.35973,596,800.00
γ11,158.925011,589,250,000.00
γ2-165.4816-1,654,816,000.00
γ3-1,612.2120-16,122,120,000.00
γ4124.53771,245,377,000.00
γ5959.30379,593,037,000.00
γ6-589.8799-5,898,799,000.00
γ755.6869556,868,900.00
γ8118.08881,180,888,000.00
γ9-134.2336-1,342,336,000.00
γ10153.42021,534,202,000.00
Estimation Period:
Nov 13, 2015 to Mar 28, 2024
Impact of return on volatility tomorrow
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