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Abano Healthcare Group Ltd 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 SGARCH
paramt-stat
ω0.65774.14
α0.13824.29
β0.61967.06
γ1-0.1066-0.58
γ20.15050.52
γ3-0.2648-1.52
γ40.44113.54
γ5-0.3657-2.89
γ60.17661.60
γ70.06350.67
γ8-0.1706-1.31
γ90.14330.76
γ100.26831.04
Estimation Period:
Feb 15, 1990 to Dec 4, 2020
Impact of return on volatility tomorrow
Volatility Forecasts