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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 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Centamin PLC S0GARCH
paramt-stat
ω0.49445.38
α0.08464.66
β0.767914.49
γ1-0.2187-3.23
γ20.31053.28
γ3-0.1185-2.20
γ4-0.0278-0.46
γ50.14462.01
γ6-0.1855-2.39
γ70.14472.12
Estimation Period:
Dec 20, 2001 to Nov 22, 2024
Impact of return on volatility tomorrow
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