Skip to main content
V-Lab

Proton Motor Power Systems PLC 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 SGARCH
paramt-stat
ω0.52245.08
α0.25385.37
β0.55638.85
γ1-2.4804-3.69
γ24.29974.15
γ3-3.3506-5.16
γ42.51523.75
γ5-1.5480-2.27
γ60.93861.22
γ7-0.5654-0.85
γ80.04070.08
γ90.66381.56
γ100.46160.81
Estimation Period:
Jan 11, 2007 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts