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V-Lab

Ross Group PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ross Group PLC SGARCH
paramt-stat
ω6.081560,815,390.00
α0.26252,625,000.00
β0.70797,078,600.00
γ1-1.0991-10,991,030.00
γ27.729277,292,480.00
γ3-20.5650-205,649,900.00
γ4-355.0015-3,550,015,000.00
Estimation Period:
Jan 12, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts