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Curtis Banks Group PLC 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 SGARCH
paramt-stat
ω0.60794.75
α0.22624.46
β0.00000.00
γ11.16040.58
γ2-3.2874-0.95
γ33.86751.54
γ4-4.0185-2.28
γ55.69803.04
γ6-6.2881-3.93
γ73.57273.15
γ80.76530.73
γ9-4.1282-4.09
γ103.61401.31
Estimation Period:
May 7, 2015 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts