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V-Lab

Ormonde Mining plc 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 SGARCH
paramt-stat
ω1.01060.00
α0.14220.00
β0.85780.01
γ1-3.7094-0.00
γ24.17450.00
γ3-0.0575-0.00
γ4-0.9295-0.01
γ50.74040.00
γ6-0.2869-0.00
γ70.66390.00
γ8-7.9161-0.00
γ925.69400.00
γ10-64.4816-0.00
Estimation Period:
Dec 2, 1999 to Sep 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts