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Alternus Energy Group Plc 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 SGARCH
paramt-stat
ω0.44832.45
α0.33392.15
β0.40072.37
γ1-4.1925-0.77
γ28.78731.12
γ3-9.6994-1.97
γ413.79542.40
γ5-17.8293-2.37
γ613.13181.75
γ7-2.3451-0.47
γ8-2.7386-0.68
γ9-0.8304-0.16
Estimation Period:
Jan 11, 2021 to Aug 15, 2025
Impact of return on volatility tomorrow
Volatility Forecasts