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Webis Holdings PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, January 5, 2025 at 02:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Webis Holdings PLC SGARCH
paramt-stat
ω0.26633.44
α0.11483.48
β0.59424.80
γ1-0.0262-0.04
γ2-1.1954-1.20
γ32.35923.13
γ4-1.8043-2.46
γ50.83041.38
γ6-0.0663-0.10
γ7-0.4908-0.70
γ80.67271.13
γ9-0.4274-0.61
γ101.73181.34
Estimation Period:
Jan 2, 2007 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts