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Armadale Capital PLC 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 SGARCH
paramt-stat
ω1.34312.97
α0.09213.99
β0.818517.27
γ10.54121.57
γ2-0.9518-1.82
γ30.63661.82
γ4-0.2356-0.98
γ5-0.2644-1.16
γ60.68342.89
γ7-0.6875-3.04
γ80.28410.96
γ91.10111.61
Estimation Period:
Jan 3, 2007 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts