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Renewi plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 7, 2025 at 01:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Renewi plc S0GARCH
paramt-stat
ω0.28645.33
α0.17615.73
β0.588210.93
γ1-0.2532-5.24
γ20.27463.64
γ30.05930.83
γ4-0.1890-2.69
γ50.21123.47
γ6-0.2084-3.81
γ70.15742.78
γ80.00730.13
γ9-0.1741-2.96
γ100.16863.76
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
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