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United Arab Shipping Co SAG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 25, 2024 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of United Arab Shipping Co SAG SGARCH
paramt-stat
ω0.58027.13
α0.19658.22
β0.675117.90
γ1-0.2389-3.92
γ20.31583.41
γ3-0.2184-3.17
γ40.28394.16
γ5-0.2201-3.53
γ60.18592.82
γ7-0.2396-3.10
γ80.14141.28
Estimation Period:
Jan 9, 1999 to Oct 24, 2024
Impact of return on volatility tomorrow
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