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Unbound Group PLC Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 15, 2023 at 05:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unbound Group PLC Fund S0GARCH
paramt-stat
ω0.46024.52
α0.19847.15
β0.672019.28
γ1-0.2081-3.29
γ20.37693.29
γ3-0.2745-2.04
γ40.15361.14
γ5-0.0413-0.48
γ6-0.0771-1.48
γ70.12732.45
γ80.01860.37
γ9-0.1600-4.42
Estimation Period:
Jan 2, 1990 to Jul 14, 2023
Impact of return on volatility tomorrow
Volatility Forecasts