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V-Lab

Abano Healthcare Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 15, 2020 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abano Healthcare Group Ltd S0GARCH
paramt-stat
ω1.10873.74
α0.15904.35
β0.62888.05
γ10.13081.35
γ2-0.3077-1.99
γ30.28732.83
γ4-0.1965-2.51
γ50.15252.21
γ6-0.0977-1.45
γ70.15071.82
γ8-0.2054-2.58
Estimation Period:
Feb 15, 1990 to Dec 4, 2020
Impact of return on volatility tomorrow
Volatility Forecasts