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V-Lab

Estia Health Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 21, 2023 at 01:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Estia Health Ltd S0GARCH
paramt-stat
ω1.04243.57
α0.19763.83
β0.63598.42
γ11.71661.95
γ2-3.4001-2.57
γ33.16093.58
γ4-2.4332-2.02
γ51.64141.20
γ6-1.4634-1.48
γ71.00211.45
γ8-0.0424-0.08
Estimation Period:
Dec 5, 2014 to Dec 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts