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7digital Group PLC 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 SGARCH
paramt-stat
ω0.31633.89
α0.21003.42
β0.36643.24
γ1-0.6365-1.22
γ20.88151.04
γ3-0.7684-1.11
γ40.99671.95
γ5-0.9128-2.20
γ61.37673.81
γ7-2.1369-5.48
γ82.00203.70
γ9-1.0536-1.19
Estimation Period:
Jan 2, 2007 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts