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Interserve PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 15, 2019 at 05:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Interserve PLC S0GARCH
paramt-stat
ω0.42013.20
α0.12494.37
β0.705012.41
γ1-0.0181-0.17
γ20.06360.39
γ3-0.0121-0.08
γ4-0.1010-0.69
γ50.08191.16
γ6-0.0066-0.08
γ7-0.1039-1.12
γ80.35054.67
γ9-0.4229-7.01
Estimation Period:
Jan 2, 1990 to Mar 15, 2019
Impact of return on volatility tomorrow
Volatility Forecasts