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Pittards PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 1, 2023 at 02:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pittards PLC S0GARCH
paramt-stat
ω0.41703.97
α0.20702.66
β0.26721.64
γ1-3.9570-3.19
γ25.05842.61
γ3-1.0166-0.84
γ4-1.0052-0.95
γ52.58462.13
γ6-3.9187-2.71
γ74.34832.75
γ8-2.8645-1.94
γ92.60281.29
γ10-3.5634-1.71
Estimation Period:
Jan 8, 2007 to Jun 30, 2023
Impact of return on volatility tomorrow
Volatility Forecasts