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Acacia Mining PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 17, 2019 at 01:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Acacia Mining PLC S0GARCH
paramt-stat
ω0.69127.25
α0.10623.15
β0.04700.29
γ10.24340.80
γ2-0.2494-0.51
γ3-0.4313-1.13
γ40.95963.18
γ5-0.7910-3.02
γ60.21630.68
γ70.12860.48
Estimation Period:
Mar 18, 2010 to Sep 13, 2019
Impact of return on volatility tomorrow
Volatility Forecasts