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V-Lab

Canopy Finance Limited 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 SGARCH
paramt-stat
ω22.8545228,545,000.00
α0.49234,923,100.00
β0.38883,887,500.00
γ1-609.0835-6,090,835,000.00
γ22,076.779020,767,790,000.00
γ3-3,374.5400-33,745,400,000.00
γ43,427.171034,271,710,000.00
γ5-1,456.0570-14,560,570,000.00
γ6-953.6897-9,536,897,000.00
γ71,394.431013,944,310,000.00
γ8-759.3091-7,593,091,000.00
γ9397.88323,978,832,000.00
Estimation Period:
Nov 13, 2015 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts