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V-Lab

Darty Plc 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 SGARCH
paramt-stat
ω0.96347.88
α0.10144.23
β0.758114.05
γ10.31991.67
γ2-0.0846-0.26
γ3-0.2063-0.82
γ4-0.6218-2.81
γ51.43535.39
γ6-1.6802-6.38
γ71.47905.59
γ8-1.4997-3.42
Estimation Period:
Jul 4, 2003 to Aug 12, 2016
Impact of return on volatility tomorrow
Volatility Forecasts