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Ferchem Misr Co For Fertilizer & Chemicals Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 19, 2021 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ferchem Misr Co For Fertilizer & Chemicals S0GARCH
paramt-stat
ω10.8508108,508,400.00
α0.28412,840,670.00
β0.71597,159,330.00
γ180.0909800,909,400.00
γ252.8231528,231,300.00
γ3-27.8567-278,567,300.00
γ4-91.4162-914,161,800.00
γ5-107.3180-1,073,180,000.00
γ6-120.3915-1,203,915,000.00
γ7375.01283,750,128,000.00
Estimation Period:
Jan 2, 2014 to Oct 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts