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Darty Plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, August 15, 2016 at 05:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Darty Plc S0GARCH
paramt-stat
ω0.97047.41
α0.10024.49
β0.788515.94
γ10.32331.55
γ2-0.0919-0.26
γ3-0.2140-0.78
γ4-0.5694-2.36
γ51.32334.55
γ6-1.4751-5.06
γ71.05283.48
γ8-0.4173-1.52
Estimation Period:
Jul 4, 2003 to Aug 12, 2016
Impact of return on volatility tomorrow
Volatility Forecasts