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Galliford Try PLC 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 SGARCH
paramt-stat
ω0.58304.52
α0.16236.48
β0.634912.96
γ10.02320.37
γ2-0.0986-1.08
γ30.14862.35
γ4-0.1361-2.36
γ50.12432.47
γ6-0.1665-4.48
γ70.22306.25
γ8-0.1525-2.50
Estimation Period:
Jan 2, 1990 to Dec 31, 2019
Impact of return on volatility tomorrow
Volatility Forecasts