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V-Lab

Mosaic Brands Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 08:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mosaic Brands Ltd S0GARCH
paramt-stat
ω10.97773.67
α0.4264184.65
β0.5726236.02
γ1-0.0591-0.29
γ20.10120.36
γ30.06880.35
γ4-0.2304-1.31
γ5-0.0081-0.05
γ60.75422.66
γ7-7.0392-15.79
γ812.307235.00
Estimation Period:
May 11, 2000 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts