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Seraphine Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 6, 2023 at 01:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Seraphine Group PLC S0GARCH
paramt-stat
ω0.62141.50
α0.00000.00
β1.000021.65
γ1-80.2204-0.73
γ20.07840.00
γ3189.66361.38
γ4-157.5512-0.85
γ5-12.9693-0.07
γ6125.87160.91
γ7-93.7090-0.83
γ8156.67031.04
γ9-412.2923-2.39
γ10437.23322.45
Estimation Period:
Jul 13, 2021 to Mar 31, 2023
Impact of return on volatility tomorrow
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