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Telecity Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Telecity Group PLC S0GARCH
paramt-stat
ω1.73795.84
α0.07592.47
β0.58334.02
γ11.68021.61
γ2-3.8024-2.34
γ33.76893.32
γ4-2.2091-2.40
γ50.83811.00
γ6-0.0984-0.11
γ7-0.2544-0.21
γ80.38320.24
γ9-1.4308-0.96
γ101.83272.25
Estimation Period:
Oct 23, 2007 to Jan 15, 2016
Impact of return on volatility tomorrow
Volatility Forecasts