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Hipgnosis Songs Fund Ltd/The Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 1, 2024 at 04:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hipgnosis Songs Fund Ltd/The Fund S0GARCH
paramt-stat
ω0.64821.28
α0.15004.56
β0.818224.49
γ19.16191.75
γ2-11.1454-1.29
γ34.07850.54
γ4-8.7559-1.37
γ512.63782.04
γ6-6.3172-1.11
γ7-2.6343-0.47
γ87.16960.86
γ9-9.7160-0.96
γ107.98091.22
Estimation Period:
Jul 11, 2018 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts