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V-Lab

Euro Ressources Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 29, 2024 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro Ressources Sa SGARCH
paramt-stat
ω2.38476.57
α0.23246.03
β0.43796.58
γ10.16261.82
γ2-0.2866-1.78
γ30.24351.67
γ4-0.2765-2.22
γ50.41762.47
γ6-0.5358-2.30
γ70.50462.40
γ8-0.3581-2.50
γ90.15480.65
Estimation Period:
Dec 8, 1999 to Feb 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts