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Restaurant Group Ltd/The Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 22, 2023 at 03:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Restaurant Group Ltd/The SGARCH
paramt-stat
ω0.86435.02
α0.15227.20
β0.617813.55
γ1-0.0239-0.36
γ20.16651.67
γ3-0.2167-3.14
γ40.00820.13
γ50.23824.52
γ6-0.4115-8.13
γ70.44437.06
γ8-0.2846-3.70
γ90.12341.79
γ10-0.1855-2.07
Estimation Period:
Jan 2, 1990 to Dec 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts