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Circle Property PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 1, 2023 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Circle Property PLC SGARCH
paramt-stat
ω0.33384.40
α0.34433.50
β0.15831.34
γ1-23.6526-2.45
γ233.48662.11
γ3-1.1749-0.12
γ4-26.0156-2.63
γ530.97202.60
γ6-24.8499-2.22
γ724.59622.26
γ8-28.9830-2.52
γ931.39472.38
γ101.69920.10
Estimation Period:
Feb 16, 2016 to May 26, 2023
Impact of return on volatility tomorrow
Volatility Forecasts