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Ince Group PLC/The 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 SGARCH
paramt-stat
ω0.09382.44
α0.33884.76
β0.48255.00
γ1-14.5745-3.70
γ220.10273.32
γ3-13.7787-3.38
γ416.51934.01
γ5-14.5731-2.65
γ613.35962.35
γ7-12.9777-3.36
γ88.92783.22
γ9-4.5235-1.71
γ105.22231.09
Estimation Period:
Jan 10, 2007 to Dec 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts