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V-Lab

Inland Homes PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 1, 2023 at 05:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inland Homes PLC S0GARCH
paramt-stat
ω0.55023.37
α0.12914.92
β0.768716.94
γ1-1.8661-2.50
γ22.23261.96
γ3-0.1952-0.28
γ4-0.4192-0.83
γ50.47601.08
γ6-0.3132-0.71
γ70.21310.49
γ8-0.2650-0.65
γ90.67961.35
γ10-1.0236-2.10
Estimation Period:
Apr 3, 2007 to Mar 31, 2023
Impact of return on volatility tomorrow
Volatility Forecasts