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Abilene Oil and Gas Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 31, 2020 at 10:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abilene Oil and Gas Limited S0GARCH
paramt-stat
ω2.23685.30
α0.15273.65
β0.63047.29
γ1-1.4988-1.89
γ23.52282.82
γ3-3.5908-4.28
γ43.17793.84
γ5-2.2578-2.72
γ61.48261.91
γ7-1.7210-2.25
γ80.93981.70
Estimation Period:
Jan 23, 1996 to Jan 10, 2020
Impact of return on volatility tomorrow
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