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Telecity Group PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Telecity Group PLC SGARCH
paramt-stat
ω1.73965.70
α0.08623.03
β0.60494.80
γ11.78191.65
γ2-4.0040-2.38
γ33.97993.36
γ4-2.4857-2.61
γ51.22731.43
γ6-0.5916-0.64
γ70.47700.38
γ8-1.0658-0.70
γ91.43470.79
γ10-4.5095-0.96
Estimation Period:
Oct 23, 2007 to Jan 15, 2016
Impact of return on volatility tomorrow
Volatility Forecasts