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Pact Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 16, 2025 at 01:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pact Group Holdings Ltd S0GARCH
paramt-stat
ω0.56262.97
α0.09922.65
β0.74917.16
γ10.24670.42
γ2-0.7612-0.96
γ31.38703.21
γ4-1.7634-3.35
γ51.32652.17
γ6-0.5309-0.92
γ7-0.0325-0.05
γ80.23080.46
Estimation Period:
Dec 17, 2013 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts