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Expolanka Holdings Ltd 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 SGARCH
paramt-stat
ω18.91450.39
α0.31480.80
β0.68511.73
γ10.23800.06
γ2-11.2782-0.37
γ323.28090.32
γ4-17.9868-0.19
γ513.64010.14
γ62.31960.03
γ7-36.1692-0.57
γ829.92610.51
γ934.95620.42
γ10-290.7705-4.26
Estimation Period:
Jun 13, 2011 to Sep 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts