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Inmarsat PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 4, 2019 at 03:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inmarsat PLC S0GARCH
paramt-stat
ω1.13442.93
α0.11476.13
β0.813928.34
γ10.47630.82
γ2-0.5855-0.71
γ3-0.1359-0.24
γ40.69021.26
γ5-0.9714-2.15
γ60.71391.49
γ70.13740.31
γ8-0.4258-0.95
γ9-0.4856-1.10
γ101.02673.72
Estimation Period:
Jun 16, 2005 to Nov 29, 2019
Impact of return on volatility tomorrow
Volatility Forecasts