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Mcphy Energy Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 9, 2025 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mcphy Energy Sa S0GARCH
paramt-stat
ω0.45202.80
α0.11313.87
β0.767716.01
γ1-0.9400-0.65
γ21.46690.64
γ3-1.0684-0.57
γ40.80500.48
γ50.44140.42
γ6-1.8255-2.28
γ71.64782.04
γ8-0.9878-1.31
γ91.55651.98
γ10-1.8224-2.92
Estimation Period:
May 5, 2014 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts