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V-Lab

Avast Plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 10, 2022 at 05:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Avast Plc SGARCH
paramt-stat
ω0.58293.24
α0.28183.97
β0.42233.71
γ1-1.4284-0.31
γ20.24830.04
γ33.89451.07
γ4-4.7495-1.25
γ50.06920.02
γ66.77900.79
γ7-13.3278-1.03
γ821.44781.68
γ9-22.8491-1.58
Estimation Period:
May 9, 2018 to Sep 9, 2022
Impact of return on volatility tomorrow
Volatility Forecasts