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Firefly Resources Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 1, 2021 at 12:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Firefly Resources Ltd SGARCH
paramt-stat
ω0.56117.23
α0.12294.26
β0.63887.55
γ1-0.1277-0.18
γ2-0.6971-0.55
γ31.07751.16
γ40.80631.19
γ5-2.5157-3.67
γ62.29473.29
γ7-1.3569-2.08
γ81.32161.94
γ9-1.9893-2.40
γ101.38831.00
Estimation Period:
Dec 14, 2006 to Oct 29, 2021
Impact of return on volatility tomorrow
Volatility Forecasts