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Metal Tiger PLC 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 SGARCH
paramt-stat
ω2.05172.91
α0.17324.35
β0.62207.78
γ12.04831.89
γ2-4.1376-2.73
γ33.86884.16
γ4-2.8514-3.83
γ51.77082.24
γ6-0.9698-1.09
γ70.52810.73
γ8-0.6211-0.86
γ90.31830.27
γ101.80900.78
Estimation Period:
Jan 9, 2007 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts