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Starvest PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 29, 2023 at 02:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Starvest PLC S0GARCH
paramt-stat
ω0.90782.81
α0.04202.63
β0.873014.52
γ12.72472.79
γ2-4.6935-3.49
γ33.29993.50
γ4-1.3728-1.16
γ5-1.2743-0.91
γ62.75412.20
γ7-3.3236-2.90
γ84.01363.38
γ9-2.9930-3.00
Estimation Period:
Jan 2, 2007 to Nov 24, 2023
Impact of return on volatility tomorrow
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