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Appreciate Group PLC 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 SGARCH
paramt-stat
ω1.01074.54
α0.16675.03
β0.45024.91
γ1-0.4786-1.39
γ20.66151.32
γ3-0.1705-0.61
γ40.05000.20
γ5-0.4400-1.70
γ60.80123.19
γ7-0.1432-0.54
γ8-0.9171-2.85
γ91.07532.22
Estimation Period:
Jan 2, 2007 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts