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Real Good Food Co PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 22, 2023 at 02:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Real Good Food Co PLC SGARCH
paramt-stat
ω0.61542.24
α0.08033.18
β0.77069.69
γ10.46790.79
γ2-1.2023-1.50
γ30.86791.97
γ40.33770.70
γ5-1.0729-2.14
γ61.24622.67
γ7-1.2497-2.34
γ81.26142.28
γ9-1.2108-1.21
Estimation Period:
Jan 2, 2007 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts