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Bankers Petroleum Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 4, 2016 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bankers Petroleum Ltd S0GARCH
paramt-stat
ω1.19622.96
α0.139110.23
β0.859865.77
γ1-1.5276-1.30
γ22.16451.56
γ3-0.8104-1.11
γ4-0.3098-0.36
γ51.76191.52
γ6-4.2527-1.81
γ76.49461.80
γ8-4.8813-1.76
Estimation Period:
Oct 16, 2000 to Sep 30, 2016
Impact of return on volatility tomorrow
Volatility Forecasts