Skip to main content
V-Lab

Japara Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, October 25, 2021 at 03:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Japara Healthcare Ltd S0GARCH
paramt-stat
ω0.87253.56
α0.23583.74
β0.46305.75
γ1-0.0629-0.04
γ20.72370.29
γ3-1.3043-0.82
γ40.37710.34
γ51.90281.65
γ6-3.8679-2.10
γ74.58872.42
γ8-4.2907-3.15
γ92.55312.68
Estimation Period:
Apr 21, 2014 to Oct 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts