Skip to main content
V-Lab

7digital Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 30, 2023 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 7digital Group PLC S0GARCH
paramt-stat
ω0.31853.91
α0.21033.42
β0.36633.24
γ1-0.6141-1.18
γ20.84571.00
γ3-0.7442-1.08
γ40.97611.91
γ5-0.8952-2.15
γ61.36423.72
γ7-2.1334-5.36
γ82.01663.80
γ9-1.1089-2.60
Estimation Period:
Jan 2, 2007 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts