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EL Ezz Aldekhela Steel Alexandria Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 7, 2024 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EL Ezz Aldekhela Steel Alexandria S0GARCH
paramt-stat
ω1.30815.48
α0.16327.13
β0.713218.99
γ10.34423.75
γ2-0.6752-5.06
γ30.64966.31
γ4-0.5298-4.32
γ50.36902.30
γ6-0.2976-1.79
γ70.25071.59
γ8-0.1919-1.26
γ90.10940.78
Estimation Period:
Sep 27, 1996 to Sep 6, 2024
Impact of return on volatility tomorrow
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