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V-Lab

Pensana Metals Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 19, 2021 at 10:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pensana Metals Ltd S0GARCH
paramt-stat
ω1.24796.30
α0.22275.77
β0.11201.28
γ1-1.8141-2.33
γ22.63292.16
γ3-0.1180-0.13
γ4-1.3589-1.35
γ50.82061.00
γ6-0.8352-1.43
γ71.73763.13
γ8-1.6496-2.91
γ90.77761.62
γ10-0.2732-0.92
Estimation Period:
Dec 21, 2007 to Feb 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts