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IX Net Zero PLC 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 SGARCH
paramt-stat
ω0.00432.73
α0.23582.37
β0.03800.22
γ1-314.2855-8.30
γ2324.50125.75
γ37.41500.20
γ415.81400.32
γ5-112.4895-1.88
γ6124.53372.48
γ7-57.3127-1.21
γ836.07870.71
γ9-53.6270-0.85
γ10133.42131.50
Estimation Period:
Feb 9, 2022 to Jul 26, 2024
Impact of return on volatility tomorrow
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