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Countryside Partnerships Ltd 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 SGARCH
paramt-stat
ω0.71702.97
α0.11283.05
β0.69028.20
γ1-3.4447-0.76
γ24.97500.72
γ3-0.8180-0.21
γ4-2.2348-0.78
γ54.06401.59
γ6-5.5423-2.54
γ73.54571.74
γ82.73971.56
γ9-10.3881-4.81
Estimation Period:
Feb 11, 2016 to Nov 4, 2022
Impact of return on volatility tomorrow
Volatility Forecasts