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V-Lab

Sobha Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, July 13, 2025 at 04:53 AM UTC
Date Range:

from

to

6M ·

All

graph of Sobha Ltd S0GARCH
paramt-stat
ω27.3843273,842,800.00
α0.005655,660.00
β0.31263,126,060.00
γ1-1,847.0740-18,470,740,000.00
γ2-2,128.6320-21,286,320,000.00
γ3-2,113.4010-21,134,010,000.00
γ4380.83703,808,370,000.00
γ52,982.776029,827,760,000.00
γ64,046.675040,466,750,000.00
γ73,643.983036,439,830,000.00
γ82,238.609022,386,090,000.00
Estimation Period:
Jul 22, 2024 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts