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Quarto Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 18, 2024 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Quarto Group Inc S0GARCH
paramt-stat
ω0.59551.44
α0.14643.98
β0.703510.88
γ11.72250.76
γ2-4.8622-1.66
γ36.23283.70
γ4-5.4720-3.70
γ54.97023.28
γ6-4.6358-2.39
γ73.03151.51
γ8-1.9737-1.07
γ92.08911.31
γ10-1.6436-1.59
Estimation Period:
Jan 2, 2007 to Jan 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts