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Ocean Outdoor Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 14, 2022 at 02:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ocean Outdoor Limited S0GARCH
paramt-stat
ω1.27513.43
α0.24033.63
β0.57425.42
γ120.77022.57
γ2-41.1989-2.64
γ340.71852.96
γ4-32.0840-3.03
γ514.42411.54
γ6-2.4211-0.30
γ7-0.4832-0.10
Estimation Period:
Mar 7, 2017 to Jun 10, 2022
Impact of return on volatility tomorrow
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