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V-Lab

Interserve PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 15, 2019 at 05:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Interserve PLC SGARCH
paramt-stat
ω0.41863.26
α0.12574.35
β0.693111.62
γ1-0.0232-0.22
γ20.07190.45
γ3-0.0147-0.10
γ4-0.1062-0.73
γ50.09341.33
γ6-0.0215-0.28
γ7-0.0849-0.87
γ80.31632.97
γ9-0.3336-1.83
Estimation Period:
Jan 2, 1990 to Mar 15, 2019
Impact of return on volatility tomorrow
Volatility Forecasts