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Indivior PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 26, 2025 at 12:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indivior PLC S0GARCH
paramt-stat
ω0.55062.41
α0.07202.42
β0.26851.38
γ1-0.5190-0.65
γ20.96050.85
γ3-0.7410-1.20
γ4-0.0767-0.16
γ50.74052.10
γ6-0.0994-0.36
γ7-0.5236-2.40
Estimation Period:
Dec 22, 2014 to Jul 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts