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V-Lab

HOSA International Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 31, 2018 at 09:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of HOSA International Ltd SGARCH
paramt-stat
ω0.80563.41
α0.24314.34
β0.41953.56
γ12.96581.11
γ2-2.8418-0.69
γ3-0.8876-0.27
γ4-0.4459-0.15
γ54.42481.96
γ6-6.8056-3.79
γ76.07102.97
γ8-6.3440-2.33
γ910.49463.56
γ10-2.9120-0.92
Estimation Period:
Dec 16, 2011 to Aug 31, 2018
Impact of return on volatility tomorrow
Volatility Forecasts