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hull.19.10 by btzoho  156 views
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Hull 19.10
beta (b) or lambda 0.920 GARCH(1,1)
omega (w) 0.00000400 Updated Variance0
alpha (a) 0.050 Updated Volatility1.260%
alpha + beta (a+b) 0.9700
gamma 0.030 GARCH (1,1) Forecast
sum of weights: 1.000 Number of days (t)20
Long Term Variance 0.0001333 Forecast Variance 0.00014714
Long Term Volatility1.1547%Forecast Volatility1.213%
Hull_19_10
2_b_6 Volatility Practice
 
     
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