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Allied Minds PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 30, 2022 at 02:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allied Minds PLC S0GARCH
paramt-stat
ω0.65124.27
α0.31015.42
β0.40375.15
γ10.08110.09
γ2-0.7447-0.58
γ31.33441.83
γ4-0.8363-1.50
γ5-0.0292-0.04
γ6-0.0428-0.05
γ71.13091.18
γ8-1.4872-1.61
Estimation Period:
Jun 19, 2014 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts