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KayDav Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 2, 2023 at 01:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KayDav Group Ltd S0GARCH
paramt-stat
ω0.15581,558,360.00
α0.37353,735,100.00
β0.61096,109,060.00
γ1144.69201,446,920,000.00
γ2-231.0694-2,310,694,000.00
γ3-307.7024-3,077,024,000.00
γ4817.43458,174,345,000.00
Estimation Period:
Nov 15, 2007 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts