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Secure Property Development & Investment PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 16, 2024 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Secure Property Development & Investment PLC S0GARCH
paramt-stat
ω0.55965,596,310.00
α0.24232,423,160.00
β0.75777,576,830.00
γ19.572095,720,300.00
γ2-65.3025-653,024,900.00
γ311.6277116,277,200.00
γ439.0101390,100,600.00
γ568.1107681,106,800.00
γ6-3.7899-37,898,620.00
γ7-157.4672-1,574,672,000.00
γ8291.70422,917,042,000.00
γ9-642.6932-6,426,932,000.00
γ10750.41437,504,143,000.00
Estimation Period:
Aug 1, 2007 to Jul 12, 2024
Impact of return on volatility tomorrow
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