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Appreciate Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 28, 2023 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Appreciate Group PLC S0GARCH
paramt-stat
ω1.01354.51
α0.16414.85
β0.46435.13
γ1-0.4677-1.35
γ20.64301.27
γ3-0.1568-0.55
γ40.04040.16
γ5-0.4387-1.69
γ60.81703.21
γ7-0.1955-0.70
γ8-0.7811-2.09
γ90.70961.96
Estimation Period:
Jan 2, 2007 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts