IX Net Zero PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 3.06 | |
| 0.2474 | 2.46 | |
| 0.1091 | 0.52 | |
| -255.5536 | -6.37 | |
| 234.0060 | 3.91 | |
| 66.0158 | 1.64 | |
| -30.9036 | -0.58 | |
| -80.5438 | -1.23 | |
| 107.4542 | 1.99 | |
| -55.1639 | -1.14 | |
| 43.9921 | 0.86 | |
| -37.3816 | -0.73 | |
| -1.1517 | -0.02 |
Estimation Period:
Feb 9, 2022 to Jul 26, 2024
Feb 9, 2022 to Jul 26, 2024
News Impact Curve
Volatility Forecasts
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