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IFG Group plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2019 at 06:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IFG Group plc S0GARCH
paramt-stat
ω1.16514.12
α0.07555.44
β0.844329.40
γ10.00050.01
γ2-0.0705-0.47
γ30.17331.72
γ4-0.1581-2.07
γ50.00900.11
γ60.18761.97
γ7-0.3430-3.74
γ80.39794.77
γ9-0.2784-4.55
Estimation Period:
Jan 1, 1990 to Aug 16, 2019
Impact of return on volatility tomorrow
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