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IX Net Zero PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 2, 2024 at 07:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of IX Net Zero PLC S0GARCH
paramt-stat
ω0.00693.06
α0.24742.46
β0.10910.52
γ1-255.5536-6.37
γ2234.00603.91
γ366.01581.64
γ4-30.9036-0.58
γ5-80.5438-1.23
γ6107.45421.99
γ7-55.1639-1.14
γ843.99210.86
γ9-37.3816-0.73
γ10-1.1517-0.02
Estimation Period:
Feb 9, 2022 to Jul 26, 2024
Impact of return on volatility tomorrow
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