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Sunlight Financial Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 15, 2023 at 06:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Sunlight Financial Holdings Inc S0GARCH
paramt-stat
ω0.55692.21
α0.661310.43
β0.33665.28
γ1-105.6753-3.40
γ2188.32634.69
γ3-122.9116-5.60
γ439.43231.43
γ512.02740.46
γ6-11.4977-0.43
γ7-16.3585-0.61
γ827.74610.83
γ9-6.5255-0.28
γ10-10.6640-0.91
Estimation Period:
Nov 26, 2020 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts