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TalkTalk Telecom Group Ltd 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 SGARCH
paramt-stat
ω1.43965.64
α0.12243.72
β0.58275.54
γ11.39031.91
γ2-1.5515-1.30
γ3-0.2749-0.30
γ40.67240.84
γ50.45630.64
γ6-1.9038-3.26
γ72.53484.50
γ8-3.1135-5.53
γ94.09216.83
γ10-6.7828-8.98
Estimation Period:
Mar 23, 2010 to Mar 5, 2021
Impact of return on volatility tomorrow
Volatility Forecasts