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Attraqt Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 1, 2022 at 02:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Attraqt Group PLC S0GARCH
paramt-stat
ω0.09562.95
α0.28433.16
β0.13651.27
γ1-20.3192-4.98
γ221.79272.93
γ31.07310.14
γ4-7.3368-0.98
γ58.68781.37
γ6-3.3320-0.61
γ7-3.2009-0.52
γ81.11380.18
γ99.02061.62
γ10-12.1588-2.70
Estimation Period:
Aug 19, 2014 to Nov 18, 2022
Impact of return on volatility tomorrow
Volatility Forecasts