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Applied Graphene Materials Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 1, 2023 at 02:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Applied Graphene Materials Ltd SGARCH
paramt-stat
ω1.01845.06
α0.33255.13
β0.25342.55
γ13.06513.02
γ2-5.4631-3.45
γ34.93384.61
γ4-4.2797-4.16
γ52.45551.92
γ6-1.3862-0.87
γ72.21581.41
γ8-3.7756-2.77
γ93.46412.59
γ101.06270.50
Estimation Period:
Dec 2, 2013 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts