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Poundland Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 15, 2016 at 05:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Poundland Group PLC S0GARCH
paramt-stat
ω1.26981.07
α0.44853.51
β0.41134.72
γ1-9.2907-0.24
γ215.84810.32
γ36.58070.34
γ4-46.2233-1.61
γ573.06951.88
γ6-62.1650-1.71
γ725.66620.77
γ8-23.7962-0.77
γ938.81832.16
Estimation Period:
Mar 11, 2014 to Sep 9, 2016
Impact of return on volatility tomorrow
Volatility Forecasts