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Deltex Medical Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 26, 2025 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deltex Medical Group PLC S0GARCH
paramt-stat
ω0.75854.66
α0.06933.86
β0.826820.40
γ1-0.4654-1.62
γ20.83791.64
γ3-0.9202-1.70
γ41.25492.50
γ5-1.2576-3.13
γ60.93392.62
γ7-0.6883-2.00
γ80.35960.99
γ90.21440.52
γ10-0.4774-1.35
Estimation Period:
Jan 2, 2007 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts