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Vodafone Egypt Telecommunications SAE 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 SGARCH
paramt-stat
ω0.58272.33
α0.29634.80
β0.18842.23
γ116.68343.84
γ2-25.1136-3.56
γ310.34441.60
γ41.14650.22
γ5-6.9231-1.62
γ610.43493.21
γ7-10.1581-3.10
γ8-2.3534-0.48
γ913.80842.15
γ10-15.8933-1.64
Estimation Period:
Dec 19, 2003 to Jun 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts