Skip to main content
V-Lab

Inmarsat PLC 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 SGARCH
paramt-stat
ω1.14303.70
α0.11715.40
β0.756717.10
γ10.55741.21
γ2-0.6515-0.99
γ3-0.1903-0.41
γ40.74181.65
γ5-0.9709-2.60
γ60.68071.71
γ70.20530.55
γ8-0.6224-1.70
γ90.26750.65
γ10-1.3797-1.82
Estimation Period:
Jun 16, 2005 to Nov 29, 2019
Impact of return on volatility tomorrow
Volatility Forecasts