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Mumias Sugar Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 4, 2023 at 12:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mumias Sugar Co Ltd S0GARCH
paramt-stat
ω10.0230100,230,300.00
α0.31833,182,890.00
β0.60906,089,520.00
γ1-11.7605-117,604,500.00
γ2-11.6748-116,748,300.00
γ350.5662505,661,900.00
γ4-24.2592-242,591,600.00
γ59.719297,191,640.00
γ6-7.8303-78,303,240.00
γ72.609926,098,870.00
γ8-41.7218-417,217,500.00
γ9-11.7109-117,109,400.00
γ10107.74111,077,411,000.00
Estimation Period:
Nov 20, 2001 to Jul 28, 2023
Impact of return on volatility tomorrow
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