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CSG Holdings Ltd/South Africa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 20, 2022 at 10:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSG Holdings Ltd/South Africa S0GARCH
paramt-stat
ω0.42294.83
α0.14785.06
β0.58847.63
γ10.59371.01
γ2-1.6507-1.83
γ31.64362.59
γ4-1.1840-2.19
γ51.06222.13
γ6-0.7400-1.56
γ70.38940.85
γ80.87622.00
γ9-2.2450-4.98
γ101.59644.84
Estimation Period:
Dec 6, 2006 to Nov 19, 2021
Impact of return on volatility tomorrow
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