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Splitit Payments Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 14, 2023 at 08:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Splitit Payments Ltd S0GARCH
paramt-stat
ω1.67802.88
α0.20953.03
β0.45303.68
γ10.81320.22
γ23.22200.59
γ3-10.3377-1.73
γ410.61801.77
γ5-5.0935-1.17
γ62.99900.89
γ7-7.9056-2.99
γ811.41444.45
γ9-7.9756-4.06
Estimation Period:
Jan 29, 2019 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts