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Webis Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, January 5, 2025 at 02:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Webis Holdings PLC S0GARCH
paramt-stat
ω0.26553.30
α0.13863.54
β0.61296.79
γ1-0.1066-0.15
γ2-1.0892-1.04
γ32.33052.84
γ4-1.8095-2.29
γ50.85341.32
γ6-0.1307-0.19
γ7-0.3210-0.42
γ80.29580.47
γ90.45510.70
γ10-0.7628-1.35
Estimation Period:
Jan 2, 2007 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts