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V-Lab

Trans Hex Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 26, 2019 at 08:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trans Hex Group Ltd S0GARCH
paramt-stat
ω0.41304.64
α0.24764.71
β0.607810.48
γ10.03520.45
γ2-0.1416-1.18
γ30.17442.30
γ4-0.0359-0.48
γ5-0.1361-1.76
γ60.25944.43
γ7-0.2535-6.49
Estimation Period:
Jan 3, 1990 to Nov 22, 2019
Impact of return on volatility tomorrow
Volatility Forecasts