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V-Lab

OtherLevels Holdings Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 7, 2020 at 11:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of OtherLevels Holdings Limited SGARCH
paramt-stat
ω1.13510.00
α0.00000.00
β1.00000.00
γ115.73910.00
γ2-27.8118-0.00
γ321.24570.00
γ4-8.5987-0.00
γ5-14.9569-0.00
γ628.10490.00
γ7-12.7755-0.00
γ8-14.3374-0.00
Estimation Period:
Mar 31, 2015 to Aug 7, 2020
Impact of return on volatility tomorrow
Volatility Forecasts