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Vodafone Egypt Telecommunications SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 14, 2021 at 07:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vodafone Egypt Telecommunications SAE S0GARCH
paramt-stat
ω0.56892.25
α0.31124.44
β0.14671.56
γ116.08593.61
γ2-24.2096-3.37
γ39.89771.52
γ41.30520.26
γ5-6.9163-1.63
γ610.48593.26
γ7-10.5777-3.38
γ8-1.1404-0.25
γ910.78462.19
γ10-7.4891-2.47
Estimation Period:
Dec 19, 2003 to Jun 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts