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International Distribution Services PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 04:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Distribution Services PLC S0GARCH
paramt-stat
ω2.30502.11
α0.40643.03
β0.01700.61
γ110.58783.88
γ2-12.9715-3.31
γ30.16020.05
γ42.95701.20
γ51.00670.46
γ6-3.6186-1.47
γ73.02661.19
γ8-5.3817-2.27
γ98.01383.90
Estimation Period:
Jan 2, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts