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Mint Payments Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 18, 2020 at 09:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mint Payments Ltd S0GARCH
paramt-stat
ω0.55122.66
α0.14343.60
β0.52304.73
γ1-3.2303-2.60
γ25.14853.00
γ3-4.1652-4.88
γ43.81286.48
γ5-1.6843-2.08
γ6-0.4087-0.27
γ71.09040.61
γ8-0.0934-0.07
γ9-1.1363-1.63
Estimation Period:
Aug 2, 2007 to Sep 18, 2020
Impact of return on volatility tomorrow
Volatility Forecasts