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U & I Group PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 14, 2021 at 02:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of U & I Group PLC S0GARCH
paramt-stat
ω0.59085.92
α0.09205.20
β0.799915.62
γ1-0.6402-5.31
γ20.87635.09
γ3-0.3735-2.84
γ40.19981.37
γ5-0.1105-0.70
γ60.30181.45
γ7-0.4449-2.14
Estimation Period:
Jan 2, 2007 to Dec 10, 2021
Impact of return on volatility tomorrow
Volatility Forecasts