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Virgin Money Uk Plc 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 SGARCH
paramt-stat
ω0.71055.02
α0.14353.31
β0.69847.36
γ1-0.5387-0.52
γ21.13380.63
γ3-0.0194-0.01
γ4-0.6524-0.55
γ5-1.6778-1.65
γ63.44193.85
γ7-2.8885-2.50
γ83.09051.46
γ9-10.1540-2.25
Estimation Period:
Feb 11, 2016 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts