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Metrofile Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 31, 2025 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Metrofile Holdings Ltd S0GARCH
paramt-stat
ω0.70594.03
α0.13118.54
β0.819943.68
γ1-0.0549-0.62
γ20.25611.87
γ3-0.5023-4.26
γ40.44833.92
γ5-0.1838-2.11
γ60.10531.23
γ7-0.0710-0.84
γ8-0.0596-1.08
γ90.08851.48
Estimation Period:
Jun 27, 1995 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts