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Clipper Logistics plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 24, 2022 at 01:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Clipper Logistics plc S0GARCH
paramt-stat
ω1.51124.67
α0.09614.49
β0.795113.42
γ11.54462.21
γ2-2.7263-2.56
γ32.56862.73
γ4-2.0268-1.66
γ50.66260.61
γ6-0.6016-0.89
γ71.09652.49
Estimation Period:
May 29, 2014 to May 20, 2022
Impact of return on volatility tomorrow
Volatility Forecasts