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Umw Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 21, 2024 at 11:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Umw Holdings Bhd S0GARCH
paramt-stat
ω1.89973.45
α0.08758.97
β0.898288.43
γ10.06311.40
γ2-0.1119-1.72
γ30.06481.46
γ4-0.0251-0.55
γ50.07411.61
γ6-0.1532-3.44
γ70.12974.18
Estimation Period:
Jan 2, 1990 to Feb 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts