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V-Lab

Mainstream Group Holdings Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, October 18, 2021 at 09:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mainstream Group Holdings Limited SGARCH
paramt-stat
ω1.00054.16
α0.11383.21
β0.74287.58
γ1-0.5081-0.26
γ20.32010.11
γ31.85560.83
γ4-4.3087-1.79
γ55.09272.19
γ6-5.3780-1.95
γ77.41201.82
γ8-24.7214-2.41
Estimation Period:
Oct 1, 2015 to Oct 15, 2021
Impact of return on volatility tomorrow
Volatility Forecasts