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MySale Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 1, 2022 at 02:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of MySale Group PLC S0GARCH
paramt-stat
ω2.12671.92
α0.654410.13
β0.34155.43
γ1-2.9864-1.32
γ23.67471.11
γ3-1.3857-0.84
γ43.04792.24
γ5-4.1208-2.63
γ60.80650.54
γ73.23922.84
γ8-3.4630-5.06
Estimation Period:
Jun 16, 2014 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts