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Unbound Group PLC Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 15, 2023 at 05:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unbound Group PLC Fund SGARCH
paramt-stat
ω0.43634.52
α0.21357.41
β0.642019.19
γ1-0.2271-3.67
γ20.40443.62
γ3-0.2868-2.19
γ40.15881.21
γ5-0.0389-0.47
γ6-0.0945-1.87
γ70.16773.24
γ8-0.0647-1.14
γ90.04380.48
Estimation Period:
Jan 2, 1990 to Jul 14, 2023
Impact of return on volatility tomorrow
Volatility Forecasts