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Ultra Electronics Holdings PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 30, 2022 at 07:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ultra Electronics Holdings PLC SGARCH
paramt-stat
ω0.51982.84
α0.13995.92
β0.651412.84
γ1-0.3409-1.99
γ20.50992.20
γ3-0.2302-1.94
γ40.12551.23
γ5-0.1853-2.13
γ60.17762.33
γ7-0.0885-1.17
γ80.17841.93
γ9-0.3139-2.44
γ100.24620.95
Estimation Period:
Oct 2, 1996 to Jul 29, 2022
Impact of return on volatility tomorrow
Volatility Forecasts