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IFG Group plc 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 SGARCH
paramt-stat
ω1.20234.18
α0.07455.41
β0.846729.86
γ10.01570.17
γ2-0.0939-0.63
γ30.18841.87
γ4-0.1702-2.22
γ50.01690.20
γ60.18371.91
γ7-0.3387-3.57
γ80.38553.90
γ9-0.2401-1.56
Estimation Period:
Jan 1, 1990 to Aug 16, 2019
Impact of return on volatility tomorrow
Volatility Forecasts