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Hotel Chocolat Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 25, 2024 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hotel Chocolat Group PLC S0GARCH
paramt-stat
ω0.98552.63
α0.22834.39
β0.39183.88
γ12.16020.98
γ2-4.6080-1.54
γ34.46513.05
γ4-3.3483-2.39
γ53.83742.70
γ6-5.8601-4.82
γ76.17414.34
γ8-4.9376-2.92
γ93.92691.67
γ10-2.7455-1.11
Estimation Period:
May 9, 2016 to Jan 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts