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Expolanka Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 13, 2024 at 11:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Expolanka Holdings Ltd S0GARCH
paramt-stat
ω9.24693.33
α0.378970.84
β0.6193132.85
γ10.46930.28
γ2-0.4364-0.21
γ3-0.1515-0.20
γ40.37040.64
γ5-0.4936-0.90
γ60.67701.02
γ7-0.8099-0.82
γ81.09100.50
γ9-14.1173-3.95
γ1025.97309.12
Estimation Period:
Jun 13, 2011 to Sep 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts