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IQGEO Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 25, 2024 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of IQGEO Group Ltd S0GARCH
paramt-stat
ω1.69112.05
α0.23953.98
β0.64445.32
γ1-11.3931-1.52
γ222.27511.95
γ3-17.9081-2.23
γ45.10370.77
γ512.17501.76
γ6-19.1447-2.77
γ713.07722.16
γ8-2.6523-0.49
γ9-12.7491-2.39
γ1019.58425.34
Estimation Period:
Dec 20, 2018 to Sep 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts