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Darktrace PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 3, 2024 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Darktrace PLC S0GARCH
paramt-stat
ω0.81363.15
α0.14643.41
β0.50503.15
γ1-0.9828-0.09
γ2-3.8339-0.23
γ36.89030.52
γ4-0.1855-0.02
γ5-9.3619-1.19
γ619.11671.56
γ7-25.4158-1.40
γ828.73271.62
γ9-29.7523-2.16
γ1021.77132.47
Estimation Period:
May 3, 2021 to Sep 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts