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Eco-Stim Energy Solutions Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, July 20, 2020 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eco-Stim Energy Solutions Inc S0GARCH
paramt-stat
ω0.57575.01
α0.25666.08
β0.629114.72
γ1-0.4626-0.54
γ2-0.7736-0.54
γ32.59092.40
γ4-0.7914-0.91
γ5-3.4030-5.07
γ64.96686.54
γ7-2.3520-2.74
γ8-0.3622-0.32
γ93.04522.22
γ10-4.3259-4.40
Estimation Period:
Oct 14, 1999 to Jul 17, 2020
Impact of return on volatility tomorrow
Volatility Forecasts