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V-Lab

Aveva Group Plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, January 21, 2023 at 12:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Aveva Group Plc SGARCH
paramt-stat
ω0.56813.78
α0.18653.84
β0.00000.00
γ1-2.4943-0.74
γ22.19220.46
γ33.97881.25
γ4-9.2410-2.79
γ59.13242.64
γ6-6.8998-2.06
γ78.59792.46
γ8-7.5211-1.79
γ9-11.9791-1.29
Estimation Period:
Jul 5, 2018 to Jan 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts