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V-Lab

Taaza International Ltd 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 SGARCH
paramt-stat
ω1.43061.45
α0.27420.10
β0.72570.26
γ1-1.9881-0.03
γ21.50880.02
γ30.57360.07
γ40.02380.01
γ5-0.4033-0.65
γ60.41750.14
γ71.30720.10
γ8-21.4209-0.06
γ956.52580.07
γ10-73.4106-0.15
Estimation Period:
Sep 10, 2010 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts