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Lookers PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 6, 2023 at 01:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lookers PLC S0GARCH
paramt-stat
ω1.14192.85
α0.25205.42
β0.659014.60
γ1-0.0909-0.95
γ20.20141.53
γ3-0.1061-1.45
γ4-0.1128-1.39
γ50.27823.30
γ6-0.3371-4.25
γ70.19702.68
γ80.04340.67
γ9-0.1128-2.05
γ100.03790.88
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts