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Egdon Resources PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 15, 2023 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egdon Resources PLC S0GARCH
paramt-stat
ω0.91154.34
α0.13104.56
β0.64708.20
γ1-0.4137-0.91
γ20.57450.83
γ30.00390.01
γ4-0.1992-0.37
γ5-0.3039-0.54
γ60.79831.92
γ7-0.7308-1.95
γ80.27490.77
γ90.03930.15
Estimation Period:
Jan 17, 2008 to Sep 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts