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Ultra Electronics Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 30, 2022 at 07:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ultra Electronics Holdings PLC S0GARCH
paramt-stat
ω0.53383.00
α0.13945.95
β0.651812.77
γ1-0.3157-1.91
γ20.46762.07
γ3-0.1978-1.68
γ40.09560.93
γ5-0.1576-1.81
γ60.15342.02
γ7-0.0683-0.92
γ80.15971.85
γ9-0.2899-2.84
γ100.19922.28
Estimation Period:
Oct 2, 1996 to Jul 29, 2022
Impact of return on volatility tomorrow
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