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Metal Tiger PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 31, 2023 at 02:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Metal Tiger PLC S0GARCH
paramt-stat
ω2.05792.82
α0.19393.84
β0.62388.34
γ11.96491.76
γ2-4.0568-2.59
γ33.85693.97
γ4-2.7951-3.61
γ51.72262.12
γ6-1.0238-1.11
γ70.74830.99
γ8-1.1294-1.56
γ91.43191.38
γ10-1.0055-1.13
Estimation Period:
Jan 9, 2007 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts