Skip to main content
V-Lab

Marshall Motor Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 25, 2022 at 02:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Marshall Motor Holdings Ltd S0GARCH
paramt-stat
ω1.29730.96
α0.31536.02
β0.680413.40
γ10.91770.12
γ2-6.3690-0.53
γ38.57131.11
γ4-4.7695-0.87
γ51.54790.33
γ62.06640.49
γ7-3.5147-0.77
γ84.46770.96
γ9-9.2591-2.38
γ1010.07224.17
Estimation Period:
May 7, 2015 to May 20, 2022
Impact of return on volatility tomorrow
Volatility Forecasts