IX Net Zero PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 2.73 | |
| 0.2358 | 2.37 | |
| 0.0380 | 0.22 | |
| -314.2855 | -8.30 | |
| 324.5012 | 5.75 | |
| 7.4150 | 0.20 | |
| 15.8140 | 0.32 | |
| -112.4895 | -1.88 | |
| 124.5337 | 2.48 | |
| -57.3127 | -1.21 | |
| 36.0787 | 0.71 | |
| -53.6270 | -0.85 | |
| 133.4213 | 1.50 |
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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