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ReNeuron Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ReNeuron Group PLC S0GARCH
paramt-stat
ω0.61833.41
α0.25654.38
β0.37734.03
γ1-0.5591-1.88
γ20.76861.69
γ3-0.2948-1.12
γ40.04900.31
γ50.21371.68
γ6-0.2938-1.85
γ70.02140.13
γ80.19311.76
Estimation Period:
Jan 2, 2007 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts