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V-Lab

Belle International Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 18, 2017 at 09:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Belle International Holdings Ltd SGARCH
paramt-stat
ω1.21455.24
α0.17994.88
β0.33072.72
γ10.47220.95
γ2-1.2594-1.78
γ31.27272.62
γ4-0.4860-1.14
γ50.12390.34
γ6-0.7049-1.47
γ71.61442.53
γ8-1.8741-2.86
γ90.66880.71
Estimation Period:
May 24, 2007 to Jul 14, 2017
Impact of return on volatility tomorrow
Volatility Forecasts