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Malaysia Airports Hldgs Bhd 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 ·

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10Y ·

All

graph of Malaysia Airports Hldgs Bhd SGARCH
paramt-stat
ω1.53944.46
α0.11326.60
β0.771921.80
γ1-0.0276-0.41
γ20.13941.28
γ3-0.2703-2.92
γ40.33554.06
γ5-0.3252-4.92
γ60.31075.25
γ7-0.3438-4.75
γ80.15471.66
Estimation Period:
Sep 7, 2000 to Mar 21, 2025
Impact of return on volatility tomorrow
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