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V-Lab

Inland Homes PLC 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 SGARCH
paramt-stat
ω0.57375.20
α0.18294.84
β0.59818.03
γ1-1.5776-4.02
γ22.06913.33
γ3-0.5473-1.33
γ4-0.0002-0.00
γ50.19720.81
γ6-0.2319-1.04
γ70.35581.63
γ8-0.6438-2.19
γ91.78003.52
Estimation Period:
Apr 3, 2007 to Mar 31, 2023
Impact of return on volatility tomorrow
Volatility Forecasts