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Mortgage Choice Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 18, 2021 at 12:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mortgage Choice Ltd S0GARCH
paramt-stat
ω0.78873.59
α0.19777.02
β0.48617.41
γ1-0.4647-1.75
γ21.03573.03
γ3-1.3356-7.16
γ41.34606.32
γ5-0.8042-2.95
γ60.38741.34
γ7-0.4094-1.72
γ80.60392.85
γ9-0.5936-2.32
γ100.23961.01
Estimation Period:
Aug 10, 2004 to Jun 18, 2021
Impact of return on volatility tomorrow
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