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Tcns Clothing Co L Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 16, 2024 at 08:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tcns Clothing Co L SGARCH
paramt-stat
ω0.78084.07
α0.34883.21
β0.25332.36
γ10.65430.40
γ2-1.1603-0.45
γ3-0.3088-0.14
γ42.35111.11
γ5-2.8989-1.36
γ62.07350.90
γ7-2.8718-1.37
γ87.88664.00
γ9-20.6416-9.61
Estimation Period:
Jul 31, 2018 to Oct 11, 2024
Impact of return on volatility tomorrow
Volatility Forecasts