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Echo Resources Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 8, 2019 at 11:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Echo Resources Limited S0GARCH
paramt-stat
ω0.91445.86
α0.11793.15
β0.61204.55
γ10.58921.54
γ2-1.2339-2.07
γ31.19952.76
γ4-1.2824-3.83
γ51.17123.70
γ6-0.4944-1.43
γ70.09670.35
Estimation Period:
May 9, 2006 to Nov 8, 2019
Impact of return on volatility tomorrow
Volatility Forecasts