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Henderson Oppor Trust PLC 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 SGARCH
paramt-stat
ω0.87654.24
α0.18318.91
β0.744827.30
γ1-0.0414-0.69
γ20.18772.24
γ3-0.3449-6.33
γ40.35375.40
γ5-0.2661-3.59
γ60.19512.93
γ7-0.1266-2.15
γ80.10211.66
γ9-0.1916-1.73
Estimation Period:
Jan 1, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts