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V-Lab

IOG Plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 29, 2023 at 05:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of IOG Plc S0GARCH
paramt-stat
ω0.94563.44
α0.25423.43
β0.00530.11
γ11.68942.74
γ2-2.9594-3.26
γ31.51332.31
γ4-0.0082-0.01
γ5-0.5979-0.67
γ60.50670.62
γ70.87661.48
γ8-1.8829-4.94
Estimation Period:
Sep 30, 2013 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts