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V-Lab

Homeserve Ltd 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 SGARCH
paramt-stat
ω0.29741.19
α0.09074.79
β0.866226.25
γ1-0.3111-0.93
γ20.61921.37
γ3-0.4879-2.60
γ40.23901.75
γ5-0.1009-0.79
γ60.06810.53
γ7-0.1080-0.80
γ80.14611.24
γ9-0.0300-0.24
γ10-0.5726-3.10
Estimation Period:
Nov 26, 1991 to Dec 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts