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V-Lab

Attraqt Group PLC 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 SGARCH
paramt-stat
ω0.10032.81
α0.25362.98
β0.12441.09
γ1-17.0573-6.72
γ222.90705.58
γ3-10.2078-2.97
γ47.25102.27
γ5-2.7336-0.89
γ6-2.9769-0.90
γ75.37541.58
γ82.97220.76
Estimation Period:
Aug 19, 2014 to Nov 18, 2022
Impact of return on volatility tomorrow
Volatility Forecasts