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PARTWAY GROUP PLC 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 SGARCH
paramt-stat
ω0.58922.11
α0.47144.64
β0.13122.03
γ10.78580.92
γ2-2.5633-2.27
γ33.56786.39
γ4-2.9839-6.21
γ51.66092.75
γ6-0.4080-0.65
γ7-0.4318-0.63
γ80.76971.19
γ9-0.2977-0.41
γ10-1.1233-1.16
Estimation Period:
Jan 2, 2007 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts