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V-Lab

Loopup Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 13, 2024 at 06:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Loopup Group Ltd SGARCH
paramt-stat
ω0.70053.59
α0.28183.35
β0.40273.73
γ11.84790.86
γ2-4.2892-1.23
γ35.89852.22
γ4-4.1865-1.60
γ5-1.1537-0.40
γ62.50130.69
γ70.76600.18
γ8-4.8310-1.28
γ97.70772.40
γ10-4.8610-0.76
Estimation Period:
Aug 24, 2016 to Apr 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts