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CareTech Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 27, 2022 at 01:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CareTech Holdings Ltd S0GARCH
paramt-stat
ω0.96783.59
α0.31825.39
β0.40677.21
γ1-0.2395-1.40
γ20.33051.40
γ3-0.2910-1.91
γ40.36222.12
γ5-0.0292-0.20
γ6-0.3671-3.67
γ70.33424.79
Estimation Period:
Oct 11, 2005 to Sep 23, 2022
Impact of return on volatility tomorrow
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