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V-Lab

Halo Food Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 07:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Halo Food Co Ltd SGARCH
paramt-stat
ω99.9995999,994,800.00
α0.35773,576,730.00
β0.64216,420,950.00
γ1-58.6233-586,233,000.00
γ2102.46541,024,654,000.00
γ3-42.4027-424,027,100.00
γ466.6717666,717,000.00
γ5-824.3715-8,243,715,000.00
Estimation Period:
Jul 18, 2018 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts