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V-Lab

Donaco International Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 9, 2025 at 08:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Donaco International Ltd S0GARCH
paramt-stat
ω0.38214.21
α0.13724.81
β0.708211.15
γ1-0.6021-4.66
γ20.60813.45
γ30.05380.57
γ40.07300.69
γ5-0.2928-1.95
γ60.22721.53
γ7-0.0769-0.75
Estimation Period:
Dec 23, 2004 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts