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V-Lab

Applied Graphene Materials Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 1, 2023 at 02:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Applied Graphene Materials Ltd S0GARCH
paramt-stat
ω0.99705.00
α0.33305.01
β0.25052.52
γ12.92702.88
γ2-5.2445-3.31
γ34.79034.48
γ4-4.1755-4.06
γ52.41121.89
γ6-1.4511-0.91
γ72.50721.61
γ8-4.5418-3.35
γ95.27644.23
γ10-3.5032-3.47
Estimation Period:
Dec 2, 2013 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts