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Cambium Global Timberland Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 6, 2022 at 05:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cambium Global Timberland Ltd S0GARCH
paramt-stat
ω1.30360.81
α0.26896.35
β0.729717.56
γ12.35650.61
γ2-5.0993-0.83
γ33.88870.98
γ4-2.3400-0.74
γ52.51701.03
γ6-1.7346-0.80
γ71.40510.55
γ8-3.0006-1.32
γ93.89522.22
γ10-2.8465-2.10
Estimation Period:
Mar 6, 2007 to Jul 15, 2022
Impact of return on volatility tomorrow
Volatility Forecasts