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Intouch Holdings PCL Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 4, 2025 at 12:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Intouch Holdings PCL S0GARCH
paramt-stat
ω2.08667.46
α0.13747.43
β0.779730.45
γ10.12114.99
γ2-0.1999-5.14
γ30.13464.78
γ4-0.1051-3.92
γ50.07192.53
γ6-0.0071-0.27
γ7-0.0244-1.33
Estimation Period:
Sep 6, 1990 to Mar 28, 2025
Impact of return on volatility tomorrow
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