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Nostromo Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 8, 2024 at 12:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Nostromo Energy Ltd S0GARCH
paramt-stat
ω0.99403.80
α0.03431.08
β0.73302.32
γ14.97080.69
γ2-9.5900-0.93
γ37.13970.94
γ41.60160.19
γ5-13.8340-1.50
γ618.49972.13
γ7-15.9027-1.48
γ816.50301.06
γ9-24.5601-1.51
γ1024.59582.35
Estimation Period:
Jun 22, 2021 to Aug 2, 2024
Impact of return on volatility tomorrow
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