Skip to main content
V-Lab

ReNeuron Group PLC 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 SGARCH
paramt-stat
ω2.43353.95
α0.244234.44
β0.7554103.06
γ1-1.8206-1.76
γ22.13301.84
γ3-0.4004-0.71
γ40.14650.17
γ5-0.1395-0.19
γ60.32060.61
γ7-0.2801-0.43
γ8-9.2326-5.32
γ932.94106.97
γ10-75.3612-12.47
Estimation Period:
Jan 2, 2007 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts