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V-Lab

Sammaan Capital Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 19, 2025 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Sammaan Capital Limited S0GARCH
paramt-stat
ω2.694526,944,670.00
α0.002727,200.00
β0.99739,972,800.00
γ1-4,060.2850-40,602,850,000.00
γ21,968.803019,688,030,000.00
γ35,869.769058,697,690,000.00
Estimation Period:
Feb 23, 2024 to Mar 14, 2025
Impact of return on volatility tomorrow
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