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Curtis Banks Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 26, 2023 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Curtis Banks Group PLC S0GARCH
paramt-stat
ω0.58494.63
α0.21854.30
β0.00000.00
γ10.93810.47
γ2-2.9667-0.86
γ33.68631.47
γ4-3.8517-2.18
γ55.53212.94
γ6-6.1188-3.81
γ73.38182.86
γ81.02560.80
γ9-4.5662-3.11
γ104.50024.66
Estimation Period:
May 7, 2015 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts