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V-Lab

Network International Holdings plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 19, 2024 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Network International Holdings plc SGARCH
paramt-stat
ω0.97361.91
α0.28053.21
β0.49206.20
γ15.72751.13
γ2-5.5461-0.75
γ3-5.1246-1.09
γ48.63352.24
γ5-5.6006-1.47
γ65.49150.84
γ7-15.8790-1.75
γ826.71583.42
γ9-24.6809-3.35
Estimation Period:
Apr 9, 2019 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts