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V-Lab

Equitas Holdings Ltd 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 SGARCH
paramt-stat
ω100.0000999,999,800.00
α0.56015,601,470.00
β0.40854,085,300.00
γ1-83.0292-830,291,700.00
γ2140.28561,402,856,000.00
γ3-98.1110-981,110,100.00
γ4106.93431,069,343,000.00
γ5-40.9134-409,133,500.00
γ6-48.3602-483,601,500.00
γ7-15.8964-158,964,000.00
γ8120.89041,208,904,000.00
γ962.2383622,382,800.00
γ10-2,463.8800-24,638,800,000.00
Estimation Period:
Apr 21, 2016 to Aug 14, 2023
Impact of return on volatility tomorrow
Volatility Forecasts