Skip to main content
V-Lab

Proptech Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 4, 2023 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Proptech Group Ltd SGARCH
paramt-stat
ω1.08452.53
α0.00000.00
β0.91003.41
γ13.37520.73
γ2-3.6885-0.57
γ31.50750.33
γ4-7.4987-1.64
γ57.00791.95
γ66.18551.70
γ7-12.3329-2.98
γ815.56622.17
γ9-58.0753-3.59
Estimation Period:
Dec 10, 2015 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts