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V-Lab

New Zealand Oil & Gas Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 28, 2024 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New Zealand Oil & Gas Ltd S0GARCH
paramt-stat
ω0.95477.75
α0.14255.32
β0.48956.45
γ1-0.0982-2.56
γ20.15702.85
γ3-0.0344-0.88
γ4-0.1275-3.41
γ50.18305.15
γ6-0.1310-3.42
γ70.11452.03
γ8-0.0854-0.97
γ90.01180.13
γ100.01200.22
Estimation Period:
Jan 2, 1990 to Jun 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts