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V-Lab

Hastings Group Holdings Ltd 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 SGARCH
paramt-stat
ω1.07673.52
α0.18451.59
β0.59613.21
γ10.55130.23
γ2-1.7121-0.47
γ31.71010.58
γ41.21920.37
γ5-2.6449-0.71
γ6-1.9027-0.42
γ710.11711.86
γ8-32.8047-4.21
Estimation Period:
Oct 9, 2015 to Nov 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts