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Live Co Group PLC 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 SGARCH
paramt-stat
ω2.95102.94
α0.202213.28
β0.795651.56
γ1-1.5022-0.97
γ20.96810.50
γ31.52721.50
γ4-1.6593-1.56
γ50.56600.49
γ60.58560.51
γ70.28800.19
γ8-9.5669-2.98
γ928.68393.38
γ10-59.3818-5.08
Estimation Period:
Jan 3, 2007 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts