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V-Lab

Holdsport Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 31, 2017 at 04:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Holdsport Ltd SGARCH
paramt-stat
ω0.92484.93
α0.29354.77
β0.15841.61
γ1-1.9018-0.90
γ22.85950.82
γ3-1.4927-0.66
γ42.29501.27
γ5-4.4435-2.18
γ65.92732.95
γ7-6.9470-4.50
γ86.09413.73
γ9-6.8145-2.76
Estimation Period:
Jul 18, 2011 to Oct 27, 2017
Impact of return on volatility tomorrow
Volatility Forecasts