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V-Lab

Brighton Pier Group Plc/ The Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, May 4, 2025 at 09:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brighton Pier Group Plc/ The SGARCH
paramt-stat
ω0.12631.77
α0.24902.82
β0.35802.72
γ1-4.1032-1.83
γ23.38101.07
γ33.24072.16
γ4-4.5779-4.56
γ53.06433.49
γ6-1.6212-1.87
γ70.46610.32
γ83.54051.26
Estimation Period:
Nov 28, 2013 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts