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Textainer Group Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 19, 2024 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Textainer Group Holdings Ltd SGARCH
paramt-stat
ω0.83412.96
α0.17773.36
β0.08440.56
γ1-8.8608-1.48
γ211.44601.38
γ3-1.9799-0.45
γ4-4.0273-1.12
γ58.16882.00
γ6-9.8604-2.56
γ710.28512.78
γ8-11.0536-2.46
γ917.88864.07
γ10-45.5009-2.88
Estimation Period:
Dec 11, 2019 to Mar 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts