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Levinstein Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 22, 2025 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Levinstein Properties Ltd S0GARCH
paramt-stat
ω0.84913.80
α0.20043.57
β0.51636.14
γ10.49741.52
γ2-0.7109-1.40
γ30.38361.05
γ4-0.2338-0.84
γ5-0.0821-0.38
γ60.53482.80
γ7-0.8477-4.60
γ80.80414.78
γ9-0.6569-4.09
γ100.45423.48
Estimation Period:
Jun 1, 2010 to Jan 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts