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Ormonde Mining PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 4, 2023 at 06:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ormonde Mining PLC S0GARCH
paramt-stat
ω0.62031.90
α0.13093.89
β0.41073.49
γ1-0.1294-0.13
γ20.12590.10
γ3-0.2208-0.38
γ40.45041.01
γ5-0.0263-0.06
γ6-0.5245-0.95
γ70.40320.66
γ80.24220.47
γ9-0.8886-2.18
γ100.81662.49
Estimation Period:
Jan 2, 2007 to Feb 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts