Skip to main content
V-Lab

Prax Upstream Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 8, 2023 at 01:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Prax Upstream Ltd S0GARCH
paramt-stat
ω0.81913.26
α0.13333.55
β0.66917.29
γ1-2.2250-1.58
γ24.36231.90
γ3-4.0754-2.19
γ42.82661.90
γ5-0.9919-0.78
γ61.37410.87
γ7-2.2247-1.29
γ80.56060.35
γ9-0.7342-0.60
γ102.44183.90
Estimation Period:
Feb 3, 2014 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts