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Synairgen PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 11, 2025 at 01:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Synairgen PLC S0GARCH
paramt-stat
ω2.49172.44
α0.22253.22
β0.50975.29
γ12.19443.77
γ2-2.6584-2.49
γ30.26750.26
γ41.09291.46
γ5-2.2769-3.64
γ62.82093.99
γ7-2.4834-3.48
γ81.36372.08
γ9-0.1475-0.29
γ10-0.3510-1.01
Estimation Period:
Jan 2, 2007 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts