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V-Lab

Echo Resources Limited 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 SGARCH
paramt-stat
ω1.06845.57
α0.14003.14
β0.63556.86
γ11.39532.55
γ2-2.5546-3.08
γ31.99373.32
γ4-1.4324-2.10
γ50.54930.74
γ60.16400.25
γ70.48650.73
γ8-3.1121-3.26
Estimation Period:
May 9, 2006 to Nov 8, 2019
Impact of return on volatility tomorrow
Volatility Forecasts