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DG INNOVATE PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, February 2, 2025 at 03:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of DG INNOVATE PLC S0GARCH
paramt-stat
ω0.81181.77
α0.35172.93
β0.42923.77
γ110.57201.17
γ2-10.8262-0.70
γ3-3.1637-0.19
γ44.96030.37
γ5-0.1948-0.02
γ6-7.6475-0.72
γ717.70861.55
γ8-18.3023-2.10
Estimation Period:
Mar 30, 2017 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts