Skip to main content
V-Lab

HUB International Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 08:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of HUB International Ltd S0GARCH
paramt-stat
ω1.80144.37
α0.15434.04
β0.51104.49
γ14.32373.31
γ2-7.7534-3.63
γ35.70273.57
γ4-3.4946-2.48
γ51.50061.10
γ60.12910.10
γ7-1.0597-0.93
γ81.79071.36
γ9-1.7486-1.36
Estimation Period:
Feb 9, 1999 to Jun 13, 2007
Impact of return on volatility tomorrow
Volatility Forecasts