Skip to main content
V-Lab

Eland Oil & Gas PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 17, 2019 at 02:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Eland Oil & Gas PLC S0GARCH
paramt-stat
ω0.77213.59
α0.21904.99
β0.00000.00
γ14.26023.85
γ2-5.0261-3.09
γ30.84800.71
γ4-0.9147-0.82
γ50.62580.65
γ60.79610.78
γ7-0.7264-0.51
γ80.15420.11
Estimation Period:
Aug 31, 2012 to Dec 13, 2019
Impact of return on volatility tomorrow
Volatility Forecasts