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Eland Oil & Gas PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 17, 2019 at 02:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Eland Oil & Gas PLC SGARCH
paramt-stat
ω0.77643.62
α0.22185.06
β0.00000.00
γ14.28443.89
γ2-5.0487-3.12
γ30.80430.67
γ4-0.7514-0.67
γ50.22520.24
γ61.72481.92
γ7-2.9863-3.41
γ85.87884.05
Estimation Period:
Aug 31, 2012 to Dec 13, 2019
Impact of return on volatility tomorrow
Volatility Forecasts