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V-Lab

Molopo Energy Ltd 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 SGARCH
paramt-stat
ω1.33737.20
α0.12648.14
β0.782728.75
γ1-0.3743-3.31
γ20.55762.84
γ3-0.3617-2.18
γ40.42462.86
γ5-0.3832-2.49
γ60.01240.09
γ70.45493.14
γ8-0.6299-3.28
γ90.64151.53
Estimation Period:
Jan 12, 1990 to Jul 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts