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Secure Property Development & Investment PLC 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 SGARCH
paramt-stat
ω5.788357,882,710.00
α0.10881,088,320.00
β0.89118,910,690.00
γ140.9771409,770,800.00
γ2-193.0447-1,930,447,000.00
γ3305.51663,055,166,000.00
γ4-210.1602-2,101,602,000.00
γ5249.69722,496,972,000.00
γ6-3,790.2660-37,902,660,000.00
Estimation Period:
Aug 1, 2007 to Jul 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts