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Armadale Capital PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 14, 2024 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Armadale Capital PLC S0GARCH
paramt-stat
ω1.60992.62
α0.08514.27
β0.862621.70
γ11.00222.05
γ2-1.6634-2.28
γ30.97802.11
γ4-0.3125-0.69
γ5-0.2116-0.41
γ60.24500.55
γ70.28890.72
γ8-0.9130-2.16
γ91.43532.22
γ10-1.3255-2.03
Estimation Period:
Jan 3, 2007 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts