Skip to main content
V-Lab

Brightoil Petroleum Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, March 21, 2021 at 07:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brightoil Petroleum Holdings Ltd S0GARCH
paramt-stat
ω0.71802.38
α0.13055.24
β0.730812.77
γ1-0.2589-0.66
γ20.19790.38
γ30.19880.77
γ4-0.4328-1.65
γ50.85433.75
γ6-1.1581-4.43
γ70.85813.06
γ8-0.1779-0.89
γ9-0.3036-1.74
γ100.36392.80
Estimation Period:
Nov 16, 1995 to Oct 4, 2017
Impact of return on volatility tomorrow
Volatility Forecasts