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Maxar Technologies Ltd 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 SGARCH
paramt-stat
ω0.98796.46
α0.28383.56
β0.35353.48
γ1-0.0341-0.30
γ20.05060.31
γ30.19821.65
γ4-0.5205-3.68
γ50.45253.14
γ6-0.2397-1.35
γ70.23721.13
γ80.05110.31
γ9-0.5946-4.60
γ100.32511.61
Estimation Period:
Jul 12, 2000 to May 5, 2023
Impact of return on volatility tomorrow
Volatility Forecasts