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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 04:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TI Fluid Systems plc SGARCH
paramt-stat
ω0.59633.75
α0.17013.78
β0.55306.22
γ1-0.9308-0.61
γ20.99110.44
γ3-0.2046-0.14
γ4-0.7589-0.55
γ52.87612.49
γ6-3.2534-2.62
γ70.54630.32
γ83.48231.49
γ9-15.0738-3.39
Estimation Period:
Oct 24, 2017 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts