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Nam Tai Property Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 3, 2023 at 08:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nam Tai Property Inc S0GARCH
paramt-stat
ω2.56412.57
α0.233798.37
β0.7662277.60
γ1-0.9677-0.39
γ21.18410.40
γ3-0.5358-0.59
γ40.68701.13
γ5-0.6988-1.38
γ60.45411.04
γ7-1.3579-2.37
γ85.41524.94
γ9-17.6217-12.76
γ1023.928426.80
Estimation Period:
Jun 25, 2003 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts