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Regional Express Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 09:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Regional Express Holdings Ltd S0GARCH
paramt-stat
ω4.97010.92
α0.6189146.77
β0.3793187.68
γ1-0.4618-1.21
γ20.47350.90
γ3-0.1196-0.38
γ40.38261.23
γ5-0.7367-2.13
γ61.64383.16
γ7-8.3478-4.30
γ823.18154.14
γ9-51.6264-7.54
γ1061.433916.66
Estimation Period:
Nov 9, 2005 to May 30, 2025
Impact of return on volatility tomorrow
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