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V-Lab

R&Q Insurance Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 31, 2024 at 04:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of R&Q Insurance Holdings Ltd SGARCH
paramt-stat
ω1.20010.51
α0.45795.97
β0.53079.97
γ11.04943.49
γ2-2.1135-3.06
γ31.62901.70
γ4-0.3858-0.49
γ5-0.7400-1.39
γ60.98352.19
γ7-0.7172-1.20
γ80.40970.68
γ90.31440.55
γ10-0.9131-1.42
Estimation Period:
Dec 19, 2007 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts