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V-Lab

R&Q Insurance Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 31, 2024 at 04:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of R&Q Insurance Holdings Ltd S0GARCH
paramt-stat
ω0.73441.31
α0.39893.95
β0.53579.12
γ11.50714.42
γ2-2.6776-3.74
γ31.75661.83
γ4-0.4253-0.54
γ5-0.6975-1.33
γ60.93972.15
γ7-0.6784-1.19
γ80.38230.67
γ90.30910.63
γ10-0.8215-2.47
Estimation Period:
Dec 19, 2007 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts