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Fantastic Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 12, 2016 at 06:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fantastic Holdings Ltd S0GARCH
paramt-stat
ω2.00595.02
α0.28717.06
β0.47356.77
γ10.19290.95
γ2-0.0938-0.31
γ3-0.0949-0.50
γ40.13010.83
γ5-0.4605-2.46
γ60.55622.48
γ7-0.2211-0.81
γ8-0.0753-0.30
Estimation Period:
Sep 22, 1999 to Dec 9, 2016
Impact of return on volatility tomorrow
Volatility Forecasts