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Total Produce plc 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 SGARCH
paramt-stat
ω1.06635.61
α0.27234.34
β0.39845.12
γ10.43901.18
γ2-1.1136-1.86
γ30.96002.21
γ4-0.2863-0.87
γ5-0.1589-0.58
γ60.54811.77
γ7-0.9110-2.63
γ81.15423.73
γ9-0.9298-2.78
γ100.13730.26
Estimation Period:
Jan 1, 2007 to Jul 23, 2021
Impact of return on volatility tomorrow
Volatility Forecasts