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Nam Tai Property Inc 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 SGARCH
paramt-stat
ω17.5403175,402,900.00
α0.39593,959,410.00
β0.60416,040,590.00
γ10.42284,227,920.00
γ2-1.2968-12,967,840.00
γ31.639716,396,950.00
γ4-1.3127-13,126,960.00
γ5-1.5444-15,443,530.00
γ621.8693218,693,300.00
γ7-188.5266-1,885,266,000.00
Estimation Period:
Jun 25, 2003 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts