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Marsden Maritime Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 18, 2025 at 01:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marsden Maritime Holdings Ltd S0GARCH
paramt-stat
ω0.84126.07
α0.10875.16
β0.55606.83
γ1-0.1321-0.97
γ20.27261.32
γ3-0.3432-2.64
γ40.26582.61
γ50.06250.73
γ6-0.2898-3.72
γ70.22892.68
γ8-0.1434-1.37
γ90.25631.65
γ10-0.2675-1.65
Estimation Period:
Oct 5, 1992 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts