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Sureserve Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 11, 2023 at 01:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sureserve Group PLC S0GARCH
paramt-stat
ω0.60253.30
α0.15293.04
β0.68135.75
γ12.90251.59
γ2-6.7000-2.28
γ34.59791.80
γ40.19690.07
γ5-1.8238-0.53
γ61.77580.57
γ7-1.3929-0.70
γ8-0.6962-0.40
γ93.20371.50
γ10-3.0644-1.46
Estimation Period:
Mar 23, 2015 to Jul 7, 2023
Impact of return on volatility tomorrow
Volatility Forecasts