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RBG Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 6, 2025 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of RBG Holdings PLC S0GARCH
paramt-stat
ω0.65483.69
α0.13032.91
β0.56034.03
γ1-0.4164-0.22
γ21.30410.44
γ3-1.7448-0.69
γ41.59740.65
γ5-2.5938-1.23
γ65.16223.00
γ7-6.2186-3.84
γ84.68841.76
γ9-2.5911-1.13
Estimation Period:
May 8, 2018 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts