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KayDav Group Ltd 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 SGARCH
paramt-stat
ω14.2974142,973,600.00
α0.22072,207,060.00
β0.74777,476,990.00
γ1-83.5830-835,830,000.00
γ2159.43611,594,361,000.00
γ3-33.7622-337,621,500.00
γ4-889.9289-8,899,289,000.00
γ51,408.338014,083,380,000.00
γ6865.94798,659,479,000.00
Estimation Period:
Nov 15, 2007 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts