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Cpl Resources plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 20, 2021 at 07:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cpl Resources plc S0GARCH
paramt-stat
ω0.63023.26
α0.11034.14
β0.831223.57
γ1-0.9123-2.93
γ21.61663.15
γ3-1.2896-2.91
γ40.81221.93
γ5-0.1458-0.44
γ6-0.2913-0.70
γ70.58571.18
γ8-0.5969-1.72
Estimation Period:
Jun 29, 1999 to Jan 8, 2021
Impact of return on volatility tomorrow
Volatility Forecasts