Skip to main content
V-Lab

Renewi plc 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 SGARCH
paramt-stat
ω0.29484.94
α0.18755.79
β0.620713.36
γ1-0.2530-5.02
γ20.27023.39
γ30.07170.92
γ4-0.2095-2.74
γ50.23603.61
γ6-0.2312-3.94
γ70.18082.92
γ8-0.0308-0.46
γ9-0.0898-1.11
γ10-0.1089-1.06
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts