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V-Lab

SPS Finquest Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 2, 2025 at 12:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SPS Finquest Ltd SGARCH
paramt-stat
ω1.86563.56
α0.10541.96
β0.78628.91
γ13.18502.96
γ2-4.5329-2.74
γ31.83791.77
γ4-1.0666-0.72
γ51.41210.85
γ60.21360.25
γ7-3.0313-4.08
γ82.79362.53
γ9-1.6617-1.60
Estimation Period:
Jun 3, 2014 to Dec 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts