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Engage XR Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 4, 2023 at 04:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Engage XR Holdings PLC S0GARCH
paramt-stat
ω1.12442.92
α0.00000.00
β0.97791.53
γ15.62790.08
γ2-18.0587-0.22
γ315.66811.32
γ41.19370.11
γ5-17.5378-1.23
γ642.83302.07
γ7-64.6976-2.65
γ871.93862.98
γ9-74.1702-3.17
γ1053.75973.54
Estimation Period:
Mar 12, 2018 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts