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V-Lab

Equiniti Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 10, 2021 at 02:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Equiniti Group Ltd SGARCH
paramt-stat
ω0.82503.13
α0.27123.41
β0.19461.57
γ1-5.7662-2.23
γ210.15422.88
γ3-6.8689-3.47
γ45.15072.80
γ5-6.3685-3.49
γ67.64704.37
γ7-6.0910-3.64
γ81.72100.64
γ9-11.0008-1.70
Estimation Period:
Oct 26, 2015 to Nov 5, 2021
Impact of return on volatility tomorrow
Volatility Forecasts