V-Lab
V-Lab

abrdn Healthcare Investors Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:15.62% (-0.80%)

Analysis last updated: Thursday, May 16, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of abrdn Healthcare Investors S0GARCH
paramt-stat
ω1.75415.75
α0.12519.88
β0.847662.66
γ10.01561.05
γ2-0.0341-1.54
γ30.04643.08
γ4-0.0469-4.05
γ50.02603.45
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts