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V-Lab

Bankers Petroleum Ltd 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 SGARCH
paramt-stat
ω1.29503.03
α0.09895.62
β0.864344.36
γ1-0.3507-0.89
γ20.85981.55
γ3-0.6582-1.41
γ4-0.1604-0.32
γ51.05172.21
γ6-1.8385-2.35
γ72.54912.24
γ8-3.7530-3.17
Estimation Period:
Oct 16, 2000 to Sep 30, 2016
Impact of return on volatility tomorrow
Volatility Forecasts