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V-Lab

Sportech PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 17, 2023 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sportech PLC SGARCH
paramt-stat
ω1.33144.01
α0.30543.99
β0.41875.19
γ10.44041.58
γ2-0.7626-1.88
γ30.41731.62
γ40.25381.06
γ5-0.8454-2.88
γ60.90382.65
γ7-0.5723-1.51
γ8-0.0232-0.05
γ91.09531.54
Estimation Period:
Jan 2, 2007 to Oct 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts