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Adams PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 6, 2024 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Adams PLC S0GARCH
paramt-stat
ω0.62512.19
α0.12262.56
β0.57723.24
γ18.10331.50
γ2-8.2791-1.08
γ32.32770.41
γ43.78430.62
γ5-24.3194-3.66
γ634.47454.42
γ7-28.5049-2.37
γ818.00551.28
γ9-5.0944-0.56
Estimation Period:
Jan 2, 2007 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts