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Mediclinic Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 27, 2023 at 05:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mediclinic Group Ltd S0GARCH
paramt-stat
ω1.20913.32
α0.11603.88
β0.814816.92
γ1-0.1099-0.08
γ20.01650.01
γ30.92770.66
γ4-1.7481-1.19
γ51.60591.09
γ6-1.4846-0.84
γ71.34700.71
γ8-0.4116-0.26
γ9-2.7292-1.55
γ104.88993.81
Estimation Period:
Jun 20, 2013 to May 26, 2023
Impact of return on volatility tomorrow
Volatility Forecasts