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Finsbury Food Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 16, 2023 at 02:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Finsbury Food Group Ltd SGARCH
paramt-stat
ω1.26373.64
α0.20356.22
β0.54047.93
γ10.87872.58
γ2-1.6231-3.24
γ31.09452.76
γ4-0.5466-1.10
γ50.38340.77
γ6-0.3540-0.95
γ70.37571.28
γ8-0.2051-0.71
γ9-0.3066-0.91
γ101.16631.46
Estimation Period:
Jan 2, 2007 to Nov 10, 2023
Impact of return on volatility tomorrow
Volatility Forecasts