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Luxe Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Luxe Holdings Ltd S0GARCH
paramt-stat
ω0.96379,637,330.00
α0.35253,525,140.00
β0.64756,474,860.00
γ12.598825,988,200.00
γ2-12.2047-122,047,000.00
γ315.9099159,098,800.00
γ4-11.1954-111,954,400.00
γ516.7278167,278,400.00
γ6-23.0768-230,768,300.00
Estimation Period:
Jun 30, 2006 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts