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TalkTalk Telecom Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 12, 2021 at 02:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TalkTalk Telecom Group Ltd S0GARCH
paramt-stat
ω1.37875.16
α0.13134.52
β0.64628.50
γ11.04101.57
γ2-1.1456-1.02
γ3-0.5604-0.63
γ41.78562.52
γ5-1.9954-3.43
γ61.49182.80
γ7-1.3445-2.77
γ81.21883.04
γ9-0.5861-2.06
Estimation Period:
Mar 23, 2010 to Mar 5, 2021
Impact of return on volatility tomorrow
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