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On-Line Blockchain PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 5, 2023 at 07:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of On-Line Blockchain PLC SGARCH
paramt-stat
ω0.33543.00
α0.15843.14
β0.68177.43
γ1-1.4394-1.21
γ21.73150.86
γ3-0.4399-0.23
γ4-1.0510-0.63
γ53.28152.57
γ6-4.5382-2.95
γ74.81683.04
γ8-3.9502-2.69
γ91.89830.73
Estimation Period:
Jan 5, 2007 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts