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Malaysia Airports Hldgs Bhd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 26, 2025 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Malaysia Airports Hldgs Bhd S0GARCH
paramt-stat
ω1.55614.62
α0.11436.74
β0.764321.48
γ1-0.0185-0.28
γ20.12511.18
γ3-0.2617-2.87
γ40.33174.06
γ5-0.3306-5.11
γ60.33496.03
γ7-0.4085-6.99
γ80.34617.30
Estimation Period:
Sep 7, 2000 to Mar 21, 2025
Impact of return on volatility tomorrow
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