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Maxar Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 9, 2023 at 02:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maxar Technologies Ltd S0GARCH
paramt-stat
ω0.99026.83
α0.24803.86
β0.37303.56
γ1-0.0185-0.17
γ20.03590.23
γ30.18951.64
γ4-0.5028-3.69
γ50.43643.11
γ6-0.2302-1.27
γ70.22231.03
γ80.09410.56
γ9-0.6997-5.59
γ100.66366.64
Estimation Period:
Jul 12, 2000 to May 5, 2023
Impact of return on volatility tomorrow
Volatility Forecasts