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V-Lab

Hiro Brands Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 1, 2023 at 04:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hiro Brands Ltd SGARCH
paramt-stat
ω24.9841249,840,800.00
α0.16381,638,020.00
β0.83598,358,840.00
γ1-140.1292-1,401,292,000.00
γ2457.98994,579,899,000.00
γ3-691.6701-6,916,701,000.00
γ41,203.435012,034,350,000.00
γ5-2,902.8440-29,028,440,000.00
γ62,924.514029,245,140,000.00
γ71,991.598019,915,980,000.00
γ8-6,919.9920-69,199,920,000.00
Estimation Period:
Jan 14, 2016 to Mar 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts