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Modaraba Al Mali Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 1, 2024 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Modaraba Al Mali SGARCH
paramt-stat
ω1.20647.98
α0.15376.40
β0.58339.97
γ1-0.0664-0.69
γ20.20631.30
γ3-0.0054-0.05
γ4-0.4090-4.68
γ50.37284.66
γ6-0.1239-1.48
γ70.10891.39
γ8-0.2431-3.16
γ90.36253.22
Estimation Period:
Aug 5, 1996 to May 31, 2024
Impact of return on volatility tomorrow
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