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V-Lab

Adams PLC 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 SGARCH
paramt-stat
ω0.63312.12
α0.14472.64
β0.57983.42
γ17.68631.42
γ2-7.4317-0.96
γ31.08790.18
γ46.23810.98
γ5-28.5817-4.18
γ641.64525.39
γ7-44.1088-4.32
γ851.40185.52
γ9-68.0924-6.28
Estimation Period:
Jan 2, 2007 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts