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Global Telecom Holding SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 22, 2021 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global Telecom Holding SAE S0GARCH
paramt-stat
ω0.95214.79
α0.23275.42
β0.696318.48
γ1-0.1797-0.76
γ20.01080.03
γ30.25070.84
γ40.18400.72
γ5-0.5688-2.34
γ60.32831.35
γ70.20990.92
γ8-0.6262-2.13
γ91.04062.28
γ10-1.0505-2.27
Estimation Period:
Aug 8, 2000 to Oct 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts