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I3 Energy PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 2, 2024 at 11:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of I3 Energy PLC S0GARCH
paramt-stat
ω0.98563.56
α0.37724.51
β0.21222.29
γ1-0.6033-0.88
γ21.60241.58
γ3-2.8128-2.78
γ42.97762.80
γ5-1.6039-1.71
γ60.87060.99
γ7-0.5488-0.80
Estimation Period:
Jul 25, 2017 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts