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Ince Group PLC/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 31, 2022 at 06:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ince Group PLC/The S0GARCH
paramt-stat
ω0.09532.46
α0.32414.75
β0.49725.40
γ1-14.2154-3.56
γ219.51563.18
γ3-13.3480-3.25
γ416.14443.90
γ5-14.2322-2.55
γ612.92202.25
γ7-12.1857-3.14
γ87.37472.68
γ9-1.4035-0.54
γ10-1.3755-0.65
Estimation Period:
Jan 10, 2007 to Dec 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts