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Mirada PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 17, 2023 at 05:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mirada PLC S0GARCH
paramt-stat
ω0.54952.26
α0.17533.04
β0.64936.59
γ1-1.4543-1.18
γ22.07401.16
γ3-0.6500-0.62
γ4-0.6909-0.79
γ52.07342.83
γ6-1.9263-2.12
γ70.04890.04
γ81.15280.97
γ9-0.9053-1.02
Estimation Period:
Jan 2, 2007 to Jun 16, 2023
Impact of return on volatility tomorrow
Volatility Forecasts