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Gamesys Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 1, 2021 at 01:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Gamesys Group PLC S0GARCH
paramt-stat
ω1.29974.33
α0.30111.22
β0.23041.29
γ10.24320.05
γ23.85080.48
γ3-4.1379-0.65
γ4-2.1662-0.35
γ50.74860.15
γ67.74461.76
γ7-13.4935-2.87
γ814.73602.95
γ9-25.4433-5.32
γ1030.833210.36
Estimation Period:
Jan 24, 2017 to Sep 17, 2021
Impact of return on volatility tomorrow
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