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Micro Focus International PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 31, 2023 at 02:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Micro Focus International PLC S0GARCH
paramt-stat
ω1.34922.90
α0.08323.13
β0.50953.91
γ10.32841.00
γ2-0.4160-0.87
γ30.17250.57
γ4-0.4430-1.63
γ50.79262.84
γ6-0.6364-2.28
γ70.38341.28
γ8-0.1281-0.36
γ9-0.4007-1.02
γ100.51531.75
Estimation Period:
May 11, 2005 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts