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Horizonte Minerals PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 21, 2024 at 01:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Horizonte Minerals PLC SGARCH
paramt-stat
ω0.61726,171,630.00
α0.37313,730,670.00
β0.62636,262,600.00
γ1-29.6266-296,266,000.00
γ2199.42151,994,215,000.00
γ3-487.5373-4,875,373,000.00
γ4660.33036,603,303,000.00
γ5-897.1285-8,971,285,000.00
γ6831.70888,317,088,000.00
γ7-261.1956-2,611,956,000.00
γ8978.66659,786,665,000.00
γ9-9,887.3800-98,873,800,000.00
Estimation Period:
Apr 28, 2021 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts