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Alternus Energy Group Plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 23, 2025 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Alternus Energy Group Plc S0GARCH
paramt-stat
ω0.44892.47
α0.33422.14
β0.39662.33
γ1-4.0700-0.75
γ28.55951.10
γ3-9.4674-1.92
γ413.52142.36
γ5-17.5299-2.33
γ612.81461.71
γ7-1.9592-0.40
γ8-3.3590-0.95
γ90.50630.19
Estimation Period:
Jan 11, 2021 to Aug 15, 2025
Impact of return on volatility tomorrow
Volatility Forecasts