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V-Lab

Taaza International Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taaza International Ltd S0GARCH
paramt-stat
ω1.63111.90
α0.332316.87
β0.667434.47
γ1-1.3426-0.44
γ20.90300.28
γ30.46240.68
γ40.16130.28
γ5-0.5161-0.84
γ60.48480.67
γ71.35061.55
γ8-21.2621-1.75
γ949.02841.42
γ10-40.0209-1.18
Estimation Period:
Sep 10, 2010 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts