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V-Lab

Pressman Advertising Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 16, 2024 at 11:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pressman Advertising Ltd SGARCH
paramt-stat
ω7.02322.95
α0.345342.05
β0.653676.43
γ10.22950.28
γ2-0.5537-0.48
γ30.19650.30
γ40.48600.83
γ5-0.5891-0.98
γ60.18000.26
γ70.49310.73
γ8-1.0849-1.75
γ91.42071.78
γ10-26.8372-22.88
Estimation Period:
Feb 26, 2009 to Feb 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts