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Osirium Technologies plc 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 SGARCH
paramt-stat
ω0.56163.23
α0.29852.85
β0.26171.94
γ1-0.1253-0.04
γ2-1.5617-0.28
γ36.79051.57
γ4-7.5001-2.05
γ50.77720.18
γ6-0.3042-0.07
γ79.53212.38
γ8-14.7028-3.26
γ910.32571.74
γ10-7.1509-1.09
Estimation Period:
Apr 15, 2016 to Oct 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts