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Direct Line Insurance Grp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, June 29, 2025 at 04:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Direct Line Insurance Grp S0GARCH
paramt-stat
ω0.61796.09
α0.11312.55
β0.52483.52
γ10.64671.48
γ2-1.8829-2.93
γ32.51395.29
γ4-1.7055-3.19
γ5-0.2376-0.36
γ61.16291.99
Estimation Period:
Sep 3, 2018 to Jun 27, 2025
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