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Finexia Financial Grp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 7, 2022 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Finexia Financial Grp Ltd S0GARCH
paramt-stat
ω0.55162.83
α0.16273.67
β0.54323.37
γ114.01653.79
γ2-22.9892-4.42
γ314.61534.95
γ4-6.2670-1.69
γ5-6.2464-1.76
γ615.07425.17
γ7-15.2751-4.47
γ811.36262.32
γ9-4.9616-1.11
Estimation Period:
Dec 21, 2006 to Dec 2, 2022
Impact of return on volatility tomorrow
Volatility Forecasts