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TP Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 26, 2023 at 02:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TP Group PLC S0GARCH
paramt-stat
ω0.55973.06
α0.19734.96
β0.19302.12
γ1-0.2672-0.93
γ20.07080.18
γ30.18340.75
γ40.20650.86
γ5-0.1253-0.51
γ6-0.7619-3.02
γ71.66756.20
γ8-1.3861-4.98
γ90.39781.78
Estimation Period:
Jan 2, 2007 to Jan 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts