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Circle Property PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 1, 2023 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Circle Property PLC S0GARCH
paramt-stat
ω0.45263.32
α0.00000.00
β0.947919.45
γ1-20.0762-2.72
γ230.02772.31
γ3-1.3720-0.15
γ4-22.5646-2.77
γ520.47892.10
γ6-10.9671-1.28
γ712.54181.65
γ8-22.4460-2.71
γ940.83134.22
γ10-42.9735-5.04
Estimation Period:
Feb 16, 2016 to May 26, 2023
Impact of return on volatility tomorrow
Volatility Forecasts