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Real Brokerage Inc (The) Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 12, 2023 at 02:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Real Brokerage Inc (The) SGARCH
paramt-stat
ω0.42991.55
α0.43493.75
β0.13161.55
γ1-50.9691-1.95
γ284.93142.30
γ3-82.1885-2.59
γ491.95933.00
γ5-66.4169-2.97
γ635.40181.90
γ7-24.7539-1.47
γ820.43071.03
γ9-9.1595-0.41
γ106.77470.23
Estimation Period:
Oct 13, 2020 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts