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TASK Group Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, October 29, 2023 at 04:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TASK Group Holdings Ltd SGARCH
paramt-stat
ω1.53942.80
α0.11517.02
β0.818129.39
γ10.75873.28
γ2-1.0557-3.28
γ30.66722.96
γ4-0.6263-2.34
γ50.49121.83
γ6-0.7110-3.31
γ70.93164.38
γ8-0.9251-3.39
γ91.06692.74
γ10-1.4660-2.18
Estimation Period:
Jan 3, 1990 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts