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Asimilar Group PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 26, 2023 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asimilar Group PLC SGARCH
paramt-stat
ω1.06403.30
α0.08983.54
β0.739910.03
γ10.96851.94
γ2-2.0584-2.81
γ31.90883.21
γ4-1.1091-1.89
γ5-0.1995-0.36
γ61.49753.10
γ7-1.7413-3.16
γ81.13251.99
γ9-0.9114-1.64
γ102.21062.56
Estimation Period:
Jan 3, 2007 to May 19, 2023
Impact of return on volatility tomorrow
Volatility Forecasts