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V-Lab

Renewi Plc 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 SGARCH
paramt-stat
ω0.28332,832,810.00
α0.30483,048,320.00
β0.69526,951,680.00
γ1-74.9228-749,228,100.00
γ2324.32873,243,287,000.00
γ3-558.7866-5,587,866,000.00
γ4505.79185,057,918,000.00
γ5-288.2929-2,882,929,000.00
γ6137.24641,372,464,000.00
γ7-52.2291-522,290,700.00
γ8-10.2415-102,414,500.00
γ934.3012343,011,600.00
γ10-55.8948-558,947,900.00
Estimation Period:
Feb 4, 2019 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts