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V-Lab

Lonestar Resources Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 28, 2016 at 07:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lonestar Resources Ltd SGARCH
paramt-stat
ω1.57153.97
α0.12756.24
β0.733616.01
γ1-0.2019-0.92
γ20.39481.24
γ3-0.4325-2.04
γ40.44202.44
γ5-0.0238-0.14
γ6-0.5105-2.16
γ70.37271.01
γ80.33030.80
γ9-0.6036-1.39
Estimation Period:
Mar 20, 1997 to Jun 17, 2016
Impact of return on volatility tomorrow
Volatility Forecasts