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V-Lab

Equitas Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 06:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Equitas Holdings Ltd S0GARCH
paramt-stat
ω28.85602.82
α0.9000377.03
β0.099743.31
γ1-1.5148-0.69
γ22.35940.73
γ3-0.8114-0.37
γ4-0.3681-0.15
γ51.28460.51
γ6-2.5238-0.93
γ72.37130.56
γ8-1.4063-0.13
γ9-180.8356-9.50
γ10363.349722.56
Estimation Period:
Apr 21, 2016 to Aug 14, 2023
Impact of return on volatility tomorrow
Volatility Forecasts