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Hastings Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 17, 2020 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hastings Group Holdings Ltd S0GARCH
paramt-stat
ω1.32992.07
α0.18165.05
β0.812120.50
γ1-2.1692-0.17
γ20.35590.03
γ34.67651.21
γ4-3.7995-0.80
γ50.93460.17
γ6-3.9104-0.94
γ77.38963.93
Estimation Period:
Oct 9, 2015 to Nov 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts