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New Standard Energy Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 4, 2023 at 08:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New Standard Energy Limited S0GARCH
paramt-stat
ω0.15421,542,440.00
α0.31733,172,900.00
β0.68276,827,100.00
γ110.7732107,732,200.00
γ218.2051182,051,300.00
γ3-1.8744-18,744,180.00
γ4-61.5598-615,597,800.00
γ5-42.7467-427,466,500.00
γ6161.32161,613,216,000.00
Estimation Period:
Aug 15, 2007 to Jul 28, 2023
Impact of return on volatility tomorrow
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