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Ormonde Mining plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 8, 2023 at 09:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ormonde Mining plc S0GARCH
paramt-stat
ω1.82132.44
α0.08702.26
β0.77855.06
γ10.46640.89
γ2-0.4416-0.65
γ30.58761.94
γ4-1.3571-5.14
γ51.10244.37
γ6-0.3046-1.10
γ7-0.2132-0.75
γ80.31841.15
γ9-0.7376-2.27
γ101.00483.25
Estimation Period:
Dec 2, 1999 to Sep 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts