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V-Lab

esure Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 18, 2018 at 05:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of esure Group PLC S0GARCH
paramt-stat
ω1.57991.30
α0.43768.08
β0.552511.58
γ1-6.5689-1.92
γ28.32001.58
γ3-1.9970-0.51
γ4-0.7856-0.18
γ51.51620.36
γ60.87250.24
γ7-6.5367-2.27
γ89.22875.62
Estimation Period:
Mar 21, 2013 to Dec 14, 2018
Impact of return on volatility tomorrow
Volatility Forecasts