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PayGroup Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 5, 2022 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PayGroup Limited S0GARCH
paramt-stat
ω1.36882.42
α0.06552.22
β0.74556.36
γ1-4.0447-0.44
γ26.76190.55
γ3-6.3596-0.85
γ47.38530.97
γ5-6.7998-0.75
γ65.35140.63
γ7-4.8585-0.44
γ820.35910.99
γ9-57.8811-2.19
γ1064.08753.69
Estimation Period:
May 29, 2018 to Nov 18, 2022
Impact of return on volatility tomorrow
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