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Ophir Energy PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 21, 2019 at 04:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ophir Energy PLC S0GARCH
paramt-stat
ω1.17143.66
α0.27494.43
β0.42694.22
γ1-1.5100-1.39
γ22.63471.57
γ3-1.6776-1.15
γ40.89980.61
γ5-0.2408-0.19
γ6-1.5655-1.71
γ73.75294.56
γ8-4.3194-4.72
γ92.90834.18
Estimation Period:
Jul 7, 2011 to May 17, 2019
Impact of return on volatility tomorrow
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