Skip to main content
V-Lab

HeiQ PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 21, 2024 at 02:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeiQ PLC S0GARCH
paramt-stat
ω1.64441.60
α0.07582.08
β0.86459.96
γ14.39000.63
γ21.89560.20
γ3-14.8783-2.00
γ415.13991.65
γ5-11.3722-0.72
γ62.30840.15
γ718.40731.90
γ8-35.5823-4.45
γ935.43764.12
γ10-22.7567-3.65
Estimation Period:
Aug 25, 2014 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts