Skip to main content
V-Lab

Cable & Wireless Communications PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 13, 2016 at 05:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cable & Wireless Communications PLC SGARCH
paramt-stat
ω0.80399.86
α0.05735.30
β0.846125.93
γ10.06831.41
γ2-0.0692-0.88
γ30.06200.87
γ4-0.1610-2.24
γ50.06450.91
γ60.12001.37
γ7-0.0862-0.90
γ8-0.0938-0.93
γ90.32432.60
Estimation Period:
Jan 2, 1990 to May 13, 2016
Impact of return on volatility tomorrow
Volatility Forecasts