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V-Lab

Starvest PLC 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 SGARCH
paramt-stat
ω0.84263.10
α0.04412.27
β0.80258.36
γ12.53322.88
γ2-4.5458-3.74
γ33.44153.91
γ4-1.5449-1.45
γ5-1.1240-0.90
γ62.54852.29
γ7-2.7933-2.67
γ82.54902.27
γ90.60800.27
Estimation Period:
Jan 2, 2007 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts