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Live Co Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 12, 2024 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Live Co Group PLC S0GARCH
paramt-stat
ω0.69083.52
α0.13863.51
β0.56224.77
γ1-0.7581-1.29
γ20.24860.31
γ31.29202.63
γ4-1.3071-2.37
γ50.36120.62
γ60.99281.95
γ7-1.6367-3.40
γ81.29722.56
γ9-0.7037-1.04
γ100.26750.40
Estimation Period:
Jan 3, 2007 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts