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Patisserie Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 10, 2018 at 08:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Patisserie Holdings PLC S0GARCH
paramt-stat
ω0.69603.75
α0.23454.34
β0.25441.79
γ13.16830.74
γ2-7.2589-1.13
γ38.94941.85
γ4-7.5331-1.35
γ5-0.0873-0.02
γ65.82331.11
γ7-1.7989-0.37
γ8-5.7008-1.29
γ97.04362.39
Estimation Period:
May 20, 2014 to Oct 5, 2018
Impact of return on volatility tomorrow
Volatility Forecasts