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intelliHR Holdings Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 13, 2023 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of intelliHR Holdings Limited SGARCH
paramt-stat
ω0.87453.87
α0.00470.36
β0.81860.91
γ14.28130.90
γ2-9.9888-1.37
γ310.97091.91
γ4-11.4122-2.02
γ59.50532.48
γ6-5.6316-1.83
γ77.01892.03
γ8-7.7398-2.05
γ96.77961.13
γ10-21.6915-1.91
Estimation Period:
Jan 23, 2018 to May 12, 2023
Impact of return on volatility tomorrow
Volatility Forecasts