Skip to main content
V-Lab

Asimilar Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 26, 2023 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asimilar Group PLC S0GARCH
paramt-stat
ω1.25822.82
α0.04262.87
β0.924732.47
γ11.24611.96
γ2-2.3634-2.36
γ31.94582.17
γ4-1.2567-1.42
γ50.11720.15
γ61.24581.99
γ7-1.6193-2.03
γ80.82200.99
γ90.09800.13
γ10-0.4199-0.61
Estimation Period:
Jan 3, 2007 to May 19, 2023
Impact of return on volatility tomorrow
Volatility Forecasts