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Minoan Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Minoan Group PLC S0GARCH
paramt-stat
ω0.31953.45
α0.23294.68
β0.34233.37
γ1-0.9189-2.66
γ21.15652.34
γ3-0.4831-1.17
γ40.60041.46
γ5-0.7875-2.38
γ60.93173.48
γ7-0.8968-3.86
γ80.23041.04
γ90.78852.84
γ10-0.9511-3.48
Estimation Period:
May 2, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts