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Studio Retail Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 12, 2022 at 06:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Studio Retail Group PLC S0GARCH
paramt-stat
ω0.53033.38
α0.30854.87
β0.44695.67
γ1-0.2483-0.67
γ2-0.0357-0.06
γ30.54911.19
γ4-1.0168-2.66
γ51.57215.16
γ6-1.1905-4.09
γ70.74522.08
γ8-0.9958-1.57
γ91.35111.70
γ10-1.0891-1.71
Estimation Period:
Jan 2, 2007 to Feb 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts