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TI Fluid Systems PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 19, 2025 at 12:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TI Fluid Systems PLC SGARCH
paramt-stat
ω0.71803.88
α0.28715.39
β0.09110.97
γ10.29630.30
γ2-0.0025-0.00
γ3-1.7477-1.51
γ42.23181.97
γ5-0.0009-0.00
γ6-2.2104-2.63
γ72.97273.36
γ8-4.8931-3.59
Estimation Period:
Nov 1, 2017 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts