Skip to main content
V-Lab

Egan Street Resources Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 4, 2019 at 05:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Egan Street Resources Limited S0GARCH
paramt-stat
ω0.50072.88
α0.07520.91
β0.00000.00
γ1-18.9697-1.60
γ221.42801.33
γ3-7.3146-0.83
γ415.01821.84
γ5-15.4013-1.77
γ62.63610.30
γ711.94841.20
γ8-15.3612-1.66
Estimation Period:
Sep 13, 2016 to Nov 29, 2019
Impact of return on volatility tomorrow
Volatility Forecasts