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MySale Group PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 1, 2022 at 02:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of MySale Group PLC SGARCH
paramt-stat
ω2.25212.72
α0.679211.47
β0.32015.44
γ1-10.1797-1.56
γ213.34861.53
γ3-5.1148-1.49
γ42.86791.22
γ51.45850.62
γ6-4.6981-1.76
γ71.86720.76
γ8-0.0717-0.03
γ94.40491.90
γ10-9.6849-2.69
Estimation Period:
Jun 16, 2014 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts