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Centamin Plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 26, 2024 at 01:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Centamin Plc S0GARCH
paramt-stat
ω0.77894.92
α0.09304.20
β0.755215.08
γ1-0.2871-1.87
γ20.49012.21
γ3-0.4612-2.57
γ40.38492.21
γ5-0.0527-0.37
γ6-0.2118-1.47
γ70.23941.64
γ8-0.1280-1.12
Estimation Period:
Apr 23, 2007 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts