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Hotel Chocolat Group PLC 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 SGARCH
paramt-stat
ω0.97622.72
α0.20794.10
β0.39943.86
γ12.20991.02
γ2-4.7048-1.60
γ34.56893.16
γ4-3.4603-2.52
γ53.93092.84
γ6-5.8746-5.02
γ75.95224.63
γ8-4.1720-3.05
γ92.02031.12
γ101.93510.52
Estimation Period:
May 9, 2016 to Jan 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts