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V-Lab

esure Group PLC 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 SGARCH
paramt-stat
ω0.86691.83
α0.41812.53
β0.38875.42
γ1-3.0511-0.93
γ23.80520.80
γ3-0.7219-0.24
γ4-0.9762-0.32
γ51.86410.64
γ6-1.7089-0.65
γ72.20600.85
γ8-13.4066-4.06
Estimation Period:
Mar 21, 2013 to Dec 14, 2018
Impact of return on volatility tomorrow
Volatility Forecasts