Skip to main content
V-Lab

PARTWAY GROUP PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 10, 2024 at 07:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PARTWAY GROUP PLC S0GARCH
paramt-stat
ω0.58082.10
α0.46804.64
β0.12132.00
γ10.70950.84
γ2-2.4252-2.15
γ33.45076.22
γ4-2.8822-6.00
γ51.57842.62
γ6-0.3364-0.53
γ7-0.5226-0.76
γ80.93971.54
γ9-0.6982-1.23
γ100.13470.29
Estimation Period:
Jan 2, 2007 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts