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Osirium Technologies plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, October 28, 2023 at 05:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Osirium Technologies plc S0GARCH
paramt-stat
ω0.58763.29
α0.29772.88
β0.25571.90
γ10.33340.10
γ2-2.1148-0.38
γ36.85921.59
γ4-7.4133-2.03
γ50.63880.15
γ6-0.1084-0.02
γ79.21792.35
γ8-14.1139-3.39
γ98.84931.79
γ10-2.4300-0.62
Estimation Period:
Apr 15, 2016 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts