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V-Lab

AA Ltd/United Kingdom Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 9, 2021 at 02:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of AA Ltd/United Kingdom S0GARCH
paramt-stat
ω1.53161.93
α0.26645.96
β0.713921.29
γ15.29441.52
γ2-8.7690-1.46
γ35.09041.16
γ4-0.8972-0.25
γ5-3.3753-0.94
γ65.58621.60
γ7-7.1696-2.40
γ87.02153.80
Estimation Period:
Jun 20, 2014 to Mar 5, 2021
Impact of return on volatility tomorrow
Volatility Forecasts