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Rurelec PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 13, 2024 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rurelec PLC SGARCH
paramt-stat
ω2.53521.84
α0.10446.26
β0.893554.78
γ10.49600.33
γ2-0.8143-0.39
γ30.38250.30
γ4-0.0596-0.06
γ50.58440.71
γ6-1.6766-1.54
γ72.58301.52
γ8-6.8273-2.03
γ917.60422.16
γ10-43.5848-4.01
Estimation Period:
Jan 2, 2007 to Jun 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts