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Ophir Energy PLC 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 SGARCH
paramt-stat
ω1.15963.82
α0.26404.16
β0.37953.40
γ1-1.4007-1.30
γ22.43151.48
γ3-1.5090-1.07
γ40.84260.60
γ5-0.3863-0.33
γ6-1.1095-1.27
γ72.61193.03
γ8-1.6209-1.32
γ9-4.3559-2.19
Estimation Period:
Jul 7, 2011 to May 17, 2019
Impact of return on volatility tomorrow
Volatility Forecasts