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Countryside Partnerships Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 11, 2022 at 02:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Countryside Partnerships Ltd S0GARCH
paramt-stat
ω0.63391.87
α0.11932.99
β0.67987.92
γ1-6.1368-0.92
γ29.58180.99
γ3-4.8811-1.11
γ42.86001.23
γ5-2.8193-1.32
γ63.83091.14
γ7-7.0594-1.92
γ88.53142.34
γ9-4.4360-1.22
γ10-0.1897-0.08
Estimation Period:
Feb 11, 2016 to Nov 4, 2022
Impact of return on volatility tomorrow
Volatility Forecasts