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Plant Health Care PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 22, 2024 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Plant Health Care PLC S0GARCH
paramt-stat
ω1.55021.43
α0.10694.92
β0.792518.85
γ11.19501.35
γ2-1.4049-1.25
γ3-0.0801-0.17
γ40.46401.15
γ50.11660.31
γ6-0.3981-0.90
γ7-0.0808-0.15
γ8-0.0901-0.18
γ90.90761.86
γ10-0.9285-2.24
Estimation Period:
Jan 2, 2007 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts