Skip to main content
V-Lab

Molopo Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 21, 2017 at 06:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Molopo Energy Ltd S0GARCH
paramt-stat
ω1.35127.12
α0.11968.13
β0.801230.62
γ1-0.3617-3.09
γ20.54102.66
γ3-0.3569-2.07
γ40.42242.73
γ5-0.3836-2.39
γ60.02910.19
γ70.39842.81
γ8-0.4863-3.45
γ90.25472.12
Estimation Period:
Jan 12, 1990 to Jul 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts