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Canary Wharf Group Investment Holdings PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canary Wharf Group Investment Holdings PLC SGARCH
paramt-stat
ω0.45381.93
α0.51713.27
β0.12102.01
γ1-0.2552-0.30
γ2-0.2978-0.24
γ32.08342.51
γ4-3.6854-4.11
γ53.47836.77
γ6-1.8309-4.72
γ70.89351.80
γ8-1.1618-1.32
Estimation Period:
Jun 10, 2004 to Apr 17, 2015
Impact of return on volatility tomorrow
Volatility Forecasts