V-Lab
V-Lab

Aggreko PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 10th, 2021:2.90% (-0.05%)

Analysis last updated: Tuesday, August 10, 2021 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aggreko PLC S0GARCH
paramt-stat
ω0.97622.48
α0.13477.41
β0.832239.89
γ10.12070.40
γ2-0.1274-0.31
γ3-0.1530-0.81
γ40.37642.09
γ5-0.4129-2.18
γ60.34851.68
γ7-0.3033-0.99
γ80.37061.02
γ9-0.7239-2.65
γ100.87226.14
Estimation Period:
Sep 26, 1997 to Aug 6, 2021
Impact of return on volatility tomorrow
Volatility Forecasts