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Egdon Resources PLC 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 SGARCH
paramt-stat
ω0.90494.36
α0.12754.62
β0.64627.39
γ1-0.4241-0.94
γ20.59060.86
γ3-0.0059-0.01
γ4-0.1854-0.34
γ5-0.3358-0.60
γ60.86682.08
γ7-0.8840-2.37
γ80.65181.81
γ9-0.9932-1.86
Estimation Period:
Jan 17, 2008 to Sep 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts