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RA International Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 12, 2025 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of RA International Group PLC S0GARCH
paramt-stat
ω0.63871.74
α0.13792.82
β0.73008.61
γ1-3.1080-0.50
γ23.89210.44
γ30.45920.09
γ4-3.9356-0.73
γ55.99261.00
γ6-6.7488-1.05
γ78.50521.56
γ8-15.2806-2.98
γ925.28693.42
γ10-22.9235-3.24
Estimation Period:
Jun 29, 2018 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts