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African Oxygen Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 19, 2021 at 04:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of African Oxygen Ltd S0GARCH
paramt-stat
ω1.27784.15
α0.20145.33
β0.649415.42
γ10.10811.65
γ2-0.1833-2.03
γ30.05681.10
γ40.13222.62
γ5-0.2332-4.63
γ60.22865.02
γ7-0.1937-4.55
γ80.11223.40
Estimation Period:
Jan 2, 1990 to Jan 8, 2021
Impact of return on volatility tomorrow
Volatility Forecasts