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V-Lab

Japara Healthcare Ltd 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 SGARCH
paramt-stat
ω0.93833.23
α0.25573.99
β0.51735.38
γ10.04990.03
γ20.52550.19
γ3-1.1773-0.67
γ40.37500.31
γ51.76741.38
γ6-3.4500-1.65
γ73.21331.43
γ8-0.4825-0.24
γ9-9.5940-3.89
Estimation Period:
Apr 21, 2014 to Oct 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts