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Horizonte Minerals PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 21, 2024 at 01:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Horizonte Minerals PLC S0GARCH
paramt-stat
ω12.42673.58
α0.623758.94
β0.374235.22
γ135.12802.12
γ2-38.4916-1.47
γ3-9.9637-0.50
γ432.26752.36
γ5-36.0097-2.14
γ612.24730.63
γ724.41731.10
γ841.85661.09
γ9-376.4739-7.75
γ10555.362718.20
Estimation Period:
Apr 28, 2021 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts