Skip to main content
V-Lab

AA Ltd/United Kingdom 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 SGARCH
paramt-stat
ω0.79742.79
α0.19504.14
β0.46373.54
γ14.24901.46
γ2-4.5644-0.94
γ3-2.2725-0.63
γ46.18152.27
γ5-5.6222-2.66
γ61.41260.81
γ71.99981.27
γ8-0.3247-0.18
γ9-13.8003-5.60
Estimation Period:
Jun 20, 2014 to Mar 5, 2021
Impact of return on volatility tomorrow
Volatility Forecasts