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Ormonde Mining PLC 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 SGARCH
paramt-stat
ω0.62081.90
α0.13163.84
β0.36052.89
γ1-0.1464-0.15
γ20.16620.13
γ3-0.2673-0.47
γ40.48971.12
γ5-0.0552-0.14
γ6-0.4843-0.90
γ70.30690.51
γ80.47490.95
γ9-1.4335-3.38
γ102.18214.12
Estimation Period:
Jan 2, 2007 to Feb 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts