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V-Lab

Global Telecom Holding SAE 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 SGARCH
paramt-stat
ω0.78414.52
α0.24255.45
β0.660116.50
γ1-0.3036-2.33
γ20.36022.02
γ30.06210.70
γ4-0.2980-3.94
γ50.36273.58
γ6-0.3724-2.57
γ70.85182.87
Estimation Period:
Aug 8, 2000 to Oct 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts