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Horizonte Minerals PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 15, 2024 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Horizonte Minerals PLC SGARCH
paramt-stat
ω0.68245.34
α0.13853.58
β0.53785.30
γ1-0.4521-2.00
γ20.35741.08
γ30.42161.77
γ4-0.4236-1.74
γ5-0.0613-0.25
γ60.55102.29
γ7-0.9876-4.18
γ80.96833.63
γ90.69801.70
Estimation Period:
Jan 15, 2007 to Jun 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts