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Galliford Try PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 3, 2020 at 02:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Galliford Try PLC S0GARCH
paramt-stat
ω0.57694.13
α0.13496.20
β0.707616.22
γ10.00880.13
γ2-0.0777-0.80
γ30.14102.16
γ4-0.1371-2.28
γ50.12872.41
γ6-0.1700-4.34
γ70.22857.00
γ8-0.1742-6.65
Estimation Period:
Jan 2, 1990 to Dec 31, 2019
Impact of return on volatility tomorrow
Volatility Forecasts