Skip to main content
V-Lab

Charter Court Financial Services Group plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, October 6, 2019 at 09:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Charter Court Financial Services Group plc S0GARCH
paramt-stat
ω1.59274.21
α0.14312.55
β0.00000.00
γ1100.90374.02
γ2-149.8271-3.37
γ367.16581.71
γ4-28.2738-1.09
γ524.64481.08
γ6-28.1140-1.17
γ726.97051.32
γ8-48.0274-2.26
γ986.99173.86
γ10-79.0004-5.01
Estimation Period:
Sep 28, 2017 to Oct 4, 2019
Impact of return on volatility tomorrow
Volatility Forecasts