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Sole Realisation Co Plc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 28, 2017 at 05:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sole Realisation Co Plc SGARCH
paramt-stat
ω0.24073.87
α0.33305.19
β0.49889.53
γ1-0.2081-1.40
γ20.21470.80
γ3-0.0203-0.08
γ4-0.0276-0.14
γ50.25661.83
γ6-0.4452-3.01
γ70.10670.65
γ80.40532.35
γ9-0.7923-3.74
Estimation Period:
May 21, 1996 to Jun 23, 2017
Impact of return on volatility tomorrow
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