Skip to main content
V-Lab

Horizonte Minerals PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 15, 2024 at 08:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Horizonte Minerals PLC S0GARCH
paramt-stat
ω0.67344.31
α0.11073.30
β0.71558.50
γ1-0.5885-1.74
γ20.52681.07
γ30.22850.65
γ40.04140.11
γ5-0.5326-1.40
γ60.47571.41
γ70.09670.31
γ8-1.1121-3.25
γ92.10704.95
γ10-1.8825-4.91
Estimation Period:
Jan 15, 2007 to Jun 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts