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Deltex Medical Group PLC 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 SGARCH
paramt-stat
ω0.74794.62
α0.06523.69
β0.834521.04
γ1-0.4903-1.70
γ20.88061.73
γ3-0.9565-1.78
γ41.29412.60
γ5-1.3023-3.27
γ60.99242.80
γ7-0.7842-2.30
γ80.55181.56
γ9-0.2045-0.49
γ100.47180.47
Estimation Period:
Jan 2, 2007 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts