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CareTech Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 27, 2022 at 01:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CareTech Holdings Ltd SGARCH
paramt-stat
ω1.21932.93
α0.33305.32
β0.462310.43
γ10.09790.21
γ2-0.4202-0.67
γ30.71082.12
γ4-0.9489-3.08
γ50.93022.88
γ6-0.4759-1.30
γ70.51591.30
γ8-0.8814-2.65
γ90.71682.06
γ10-1.2750-2.95
Estimation Period:
Oct 11, 2005 to Sep 23, 2022
Impact of return on volatility tomorrow
Volatility Forecasts