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Morses Club PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 11, 2023 at 06:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Morses Club PLC S0GARCH
paramt-stat
ω0.58714.29
α0.18373.26
β0.59985.91
γ10.19320.20
γ20.24110.16
γ3-0.1050-0.07
γ40.34980.24
γ5-3.3792-3.01
γ66.30875.87
γ7-5.5751-6.42
Estimation Period:
May 5, 2016 to Feb 10, 2023
Impact of return on volatility tomorrow
Volatility Forecasts