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Total Produce plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 29, 2021 at 07:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Total Produce plc S0GARCH
paramt-stat
ω1.05675.57
α0.27024.39
β0.40415.22
γ10.41281.10
γ2-1.0710-1.78
γ30.93332.13
γ4-0.2723-0.82
γ5-0.1624-0.59
γ60.54911.77
γ7-0.9211-2.65
γ81.19133.85
γ9-1.0295-3.30
γ100.41251.55
Estimation Period:
Jan 1, 2007 to Jul 23, 2021
Impact of return on volatility tomorrow
Volatility Forecasts