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V-Lab

Healthscope Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 24, 2019 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Healthscope Ltd S0GARCH
paramt-stat
ω0.94184.03
α0.05701.77
β0.910618.29
γ12.24600.93
γ2-4.1381-1.11
γ32.83991.09
γ4-1.5025-0.40
γ51.35810.28
γ6-3.8636-0.85
γ75.48431.99
Estimation Period:
Jul 28, 2014 to May 24, 2019
Impact of return on volatility tomorrow
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