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Mint Payments Ltd 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 SGARCH
paramt-stat
ω0.54012.14
α0.15094.00
β0.56175.20
γ1-3.9045-2.12
γ25.73042.31
γ3-3.0498-2.35
γ40.54490.38
γ53.04661.73
γ6-4.4951-2.56
γ73.34573.13
γ8-1.5410-1.70
γ91.09610.90
γ10-1.1349-0.74
Estimation Period:
Aug 2, 2007 to Sep 18, 2020
Impact of return on volatility tomorrow
Volatility Forecasts