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V-Lab

Hopewell Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 17, 2019 at 09:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hopewell Holdings Ltd S0GARCH
paramt-stat
ω1.17905.88
α0.12598.70
β0.805939.37
γ10.01940.44
γ20.00140.02
γ3-0.0524-1.08
γ4-0.0124-0.25
γ50.12762.72
γ6-0.1775-4.24
γ70.21113.31
γ8-0.1721-2.64
Estimation Period:
Jan 1, 1990 to Apr 12, 2019
Impact of return on volatility tomorrow
Volatility Forecasts