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Proton Motor Power Systems PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 18, 2025 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Proton Motor Power Systems PLC S0GARCH
paramt-stat
ω0.55405.11
α0.26415.44
β0.56049.11
γ1-2.3808-3.49
γ24.13873.94
γ3-3.2429-4.95
γ42.43063.59
γ5-1.4685-2.13
γ60.82411.05
γ7-0.3386-0.50
γ8-0.4314-0.84
γ91.66813.55
γ10-1.9580-5.02
Estimation Period:
Jan 11, 2007 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts