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Restaurant Group Ltd/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 22, 2023 at 03:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Restaurant Group Ltd/The S0GARCH
paramt-stat
ω0.91455.11
α0.15247.38
β0.639514.85
γ1-0.0012-0.02
γ20.13181.30
γ3-0.1985-2.77
γ40.00190.03
γ50.23314.29
γ6-0.3977-7.61
γ70.42456.50
γ8-0.2542-3.20
γ90.05880.88
γ10-0.0100-0.27
Estimation Period:
Jan 2, 1990 to Dec 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts