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V-Lab

Renewi Plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Renewi Plc S0GARCH
paramt-stat
ω100.00001,000,000,000.00
α0.29522,951,870.00
β0.70487,048,130.00
γ13,076.074030,760,740,000.00
γ2-4,360.2960-43,602,960,000.00
γ31,481.282014,812,820,000.00
γ4-326.1419-3,261,419,000.00
γ5217.63442,176,344,000.00
γ6-48.9936-489,936,300.00
γ7-64.5291-645,290,900.00
γ828.6517286,516,500.00
Estimation Period:
Feb 4, 2019 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts