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V-Lab

Mediclinic Intl Plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 1, 2023 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mediclinic Intl Plc SGARCH
paramt-stat
ω0.97483.97
α0.13242.90
β0.47552.33
γ11.25220.75
γ2-2.3257-0.92
γ32.40571.38
γ4-3.5567-2.08
γ55.02932.89
γ6-5.6026-3.79
γ74.78253.57
γ8-3.4892-2.77
γ91.96360.97
Estimation Period:
Feb 8, 2016 to May 26, 2023
Impact of return on volatility tomorrow
Volatility Forecasts