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600 Group PLC/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 5, 2024 at 09:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 600 Group PLC/The S0GARCH
paramt-stat
ω0.30143.17
α0.10753.44
β0.22281.34
γ1-0.8058-1.49
γ20.41120.53
γ30.70931.20
γ4-0.5775-1.08
γ50.59991.38
γ6-1.0654-2.53
γ71.90614.09
γ8-2.0648-4.19
γ91.17942.35
γ10-0.3287-0.89
Estimation Period:
Jan 2, 2007 to Mar 29, 2024
Impact of return on volatility tomorrow
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