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V-Lab

Dairy Crest Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 15, 2019 at 04:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dairy Crest Group Ltd SGARCH
paramt-stat
ω0.55233.96
α0.21775.49
β0.06791.27
γ10.10280.76
γ2-0.2132-1.11
γ30.09010.79
γ40.15661.49
γ5-0.3071-2.71
γ60.17852.17
γ70.09591.54
γ8-0.1749-2.38
γ90.09040.84
Estimation Period:
Aug 27, 1996 to Apr 12, 2019
Impact of return on volatility tomorrow
Volatility Forecasts