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AVEVA Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 18, 2023 at 02:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AVEVA Group PLC S0GARCH
paramt-stat
ω0.76294.74
α0.18955.30
β0.28343.26
γ1-0.1095-1.43
γ20.07190.62
γ30.25343.61
γ4-0.4895-10.26
γ50.46978.62
γ6-0.3121-4.36
γ70.18672.48
γ8-0.0975-1.80
Estimation Period:
Dec 4, 1996 to Jan 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts