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Homeserve Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 4, 2023 at 02:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Homeserve Ltd S0GARCH
paramt-stat
ω0.34901.11
α0.11845.91
β0.859337.73
γ1-0.3634-1.08
γ20.67801.48
γ3-0.4870-2.45
γ40.22611.48
γ5-0.1036-0.70
γ60.09920.64
γ7-0.1753-1.07
γ80.29952.09
γ9-0.4857-4.07
γ100.53446.45
Estimation Period:
Nov 26, 1991 to Dec 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts