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Minoan Group PLC 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 SGARCH
paramt-stat
ω0.32033.38
α0.23864.75
β0.35323.61
γ1-0.9477-2.70
γ21.20862.41
γ3-0.5275-1.27
γ40.64311.55
γ5-0.8374-2.52
γ60.99973.74
γ7-0.9945-4.35
γ80.39161.87
γ90.46281.97
γ10-0.1849-0.35
Estimation Period:
May 2, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts