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Ezz Steel Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ezz Steel SGARCH
paramt-stat
ω1.94903.70
α0.235316.27
β0.750070.50
γ10.02920.20
γ2-0.0744-0.33
γ30.11560.58
γ4-0.1481-0.60
γ50.11280.49
γ60.00240.02
γ7-0.0604-0.38
γ8-0.0322-0.17
γ90.28191.35
γ10-2.5543-9.87
Estimation Period:
Oct 6, 1999 to Jun 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts