Skip to main content
V-Lab

Virgin Money Uk Plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 11, 2024 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Virgin Money Uk Plc S0GARCH
paramt-stat
ω0.75725.11
α0.14583.39
β0.69817.92
γ1-0.1720-0.43
γ20.92881.31
γ3-0.7603-1.10
γ4-1.1066-1.78
γ52.06413.63
γ6-1.4984-2.58
γ70.77991.26
Estimation Period:
Feb 11, 2016 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts