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Canary Wharf Group Investment Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canary Wharf Group Investment Holdings PLC S0GARCH
paramt-stat
ω0.45232.06
α0.47863.32
β0.10301.78
γ1-0.2112-0.25
γ2-0.3173-0.26
γ32.00982.48
γ4-3.5810-4.06
γ53.36206.57
γ6-1.6623-4.60
γ70.54771.52
γ8-0.1686-0.68
Estimation Period:
Jun 10, 2004 to Apr 17, 2015
Impact of return on volatility tomorrow
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