V-Lab
V-Lab

abrdn Healthcare Investors Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:15.20% (-0.39%)

Analysis last updated: Monday, April 29, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of abrdn Healthcare Investors S0GARCH
paramt-stat
ω1.75465.75
α0.12539.88
β0.847562.63
γ10.01561.05
γ2-0.0343-1.54
γ30.04643.08
γ4-0.0466-4.02
γ50.02563.39
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts