V-Lab
V-Lab

F&F Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:44.71% (-0.12%)

Analysis last updated: Thursday, March 28, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of F&F Holdings Co Ltd S0GARCH
paramt-stat
ω0.73179.23
α0.12897.58
β0.752923.45
γ10.00970.43
γ20.01840.52
γ3-0.1110-3.89
γ40.13364.40
γ5-0.0681-1.90
γ60.05371.34
γ7-0.0629-1.74
γ80.02841.14
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts