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V-Lab

New Zealand Oil & Gas Ltd 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 SGARCH
paramt-stat
ω0.89527.40
α0.14265.33
β0.48496.38
γ1-0.1258-3.27
γ20.19643.57
γ3-0.0487-1.24
γ4-0.1301-3.51
γ50.19725.60
γ6-0.1497-3.94
γ70.13242.34
γ8-0.1015-1.14
γ90.03090.33
γ10-0.0245-0.25
Estimation Period:
Jan 2, 1990 to Jun 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts