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V-Lab

Luxe Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Luxe Holdings Ltd SGARCH
paramt-stat
ω25.3820253,820,200.00
α0.39893,989,170.00
β0.59395,938,870.00
γ1-0.3740-3,739,960.00
γ2-13.1604-131,603,800.00
γ323.9143239,143,400.00
γ4-37.1332-371,332,100.00
γ574.8355748,354,800.00
γ6-84.4652-844,652,100.00
γ7122.51591,225,159,000.00
γ8-493.7761-4,937,761,000.00
Estimation Period:
Jun 30, 2006 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts