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Trackwise Designs PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 1, 2023 at 02:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Trackwise Designs PLC S0GARCH
paramt-stat
ω0.05633.25
α0.06941.24
β0.00000.00
γ1-6.6446-0.79
γ2-5.5684-0.38
γ325.38712.34
γ4-27.4923-3.88
γ527.50583.08
γ6-25.7534-2.39
γ727.06783.05
γ8-23.2255-2.95
γ99.43441.29
Estimation Period:
Jul 31, 2018 to Jun 30, 2023
Impact of return on volatility tomorrow
Volatility Forecasts