Skip to main content
V-Lab

Calima Energy Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 20, 2024 at 08:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calima Energy Limited S0GARCH
paramt-stat
ω0.48644.80
α0.12755.85
β0.779521.96
γ1-0.8585-3.56
γ21.04053.03
γ30.10760.41
γ4-0.4735-1.80
γ5-0.3313-1.19
γ61.50924.97
γ7-2.0421-5.76
γ81.84024.12
γ9-1.0698-2.50
Estimation Period:
Jul 28, 2006 to Dec 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts