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European Assets Trust PLC/Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 10, 2025 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of European Assets Trust PLC/Fund S0GARCH
paramt-stat
ω0.72612.24
α0.13466.27
β0.752017.71
γ1-0.2257-0.57
γ20.15860.31
γ30.14690.51
γ40.06350.21
γ5-0.5031-1.90
γ60.91763.58
γ7-0.9737-2.92
γ80.54811.71
γ9-0.3345-1.57
γ100.36002.78
Estimation Period:
Jan 2, 2007 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts