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Henderson Oppor Trust PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 22, 2025 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Henderson Oppor Trust PLC S0GARCH
paramt-stat
ω0.93074.46
α0.17908.91
β0.752228.24
γ1-0.0182-0.31
γ20.15021.81
γ3-0.3186-5.85
γ40.33145.06
γ5-0.2450-3.30
γ60.17122.57
γ7-0.0941-1.62
γ80.04440.84
γ9-0.0460-1.26
Estimation Period:
Jan 1, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts