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V-Lab

Barington/Hilco Acquisition Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 21, 2018 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Barington/Hilco Acquisition Corp SGARCH
paramt-stat
ω2.04502.08
α0.999925.73
β0.00000.00
γ1-661.5822-0.67
γ2813.25910.72
γ3-102.4879-0.35
γ4-198.2371-0.76
γ5253.27600.88
γ6-31.1413-0.09
γ7-334.1611-1.26
γ8809.65164.91
γ9-1,182.4240-3.54
γ10878.29371.87
Estimation Period:
Apr 1, 2015 to Sep 21, 2018
Impact of return on volatility tomorrow
Volatility Forecasts