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Marsden Maritime Holdings Ltd 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 SGARCH
paramt-stat
ω0.83436.09
α0.10314.88
β0.55306.25
γ1-0.1455-1.08
γ20.29851.46
γ3-0.3650-2.84
γ40.28072.81
γ50.05240.62
γ6-0.2723-3.56
γ70.17852.18
γ8-0.0192-0.21
γ9-0.0277-0.28
γ100.42361.82
Estimation Period:
Oct 5, 1992 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts