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Armour Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Armour Energy Ltd S0GARCH
paramt-stat
ω14.40753.68
α0.51138.63
β0.48828.26
γ1-0.7452-0.43
γ21.99890.55
γ3-14.4633-0.52
γ43.57190.04
γ524.87530.18
γ6-3.7603-0.03
γ7-2.9850-0.03
γ8-21.7276-0.39
Estimation Period:
Apr 26, 2012 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts