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V-Lab

Pulse Health Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 4, 2017 at 06:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pulse Health Ltd SGARCH
paramt-stat
ω0.73724.94
α0.20714.91
β0.24762.57
γ1-2.0135-3.49
γ22.55553.08
γ3-0.1659-0.27
γ4-1.4071-2.59
γ51.92513.71
γ6-1.5910-3.43
γ70.83811.68
γ81.50002.00
γ9-7.9756-5.41
Estimation Period:
Nov 20, 2003 to Apr 28, 2017
Impact of return on volatility tomorrow
Volatility Forecasts