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Daejan Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 8, 2020 at 01:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daejan Holdings PLC S0GARCH
paramt-stat
ω0.71303.38
α0.28135.95
β0.673516.25
γ1-0.0506-0.93
γ20.19632.28
γ3-0.2432-3.54
γ40.07821.26
γ50.13061.99
γ6-0.2474-3.73
γ70.21203.01
γ8-0.0993-1.50
Estimation Period:
Jan 1, 1990 to May 1, 2020
Impact of return on volatility tomorrow
Volatility Forecasts