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V-Lab

HUB International Ltd 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 SGARCH
paramt-stat
ω1.84114.41
α0.16144.06
β0.50464.48
γ14.45213.40
γ2-7.9543-3.73
γ35.82003.65
γ4-3.5397-2.52
γ51.44811.06
γ60.32010.26
γ7-1.5284-1.30
γ82.91892.04
γ9-4.9127-3.05
Estimation Period:
Feb 9, 1999 to Jun 13, 2007
Impact of return on volatility tomorrow
Volatility Forecasts