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Cable & Wireless Communications PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 13, 2016 at 05:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cable & Wireless Communications PLC S0GARCH
paramt-stat
ω0.77819.55
α0.05665.81
β0.874735.12
γ10.02420.75
γ20.02220.43
γ3-0.1006-2.58
γ40.01910.53
γ50.10582.37
γ6-0.1211-2.36
γ70.07111.86
Estimation Period:
Jan 2, 1990 to May 13, 2016
Impact of return on volatility tomorrow
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