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Otaq PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 9, 2022 at 02:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Otaq PLC S0GARCH
paramt-stat
ω0.75791.54
α0.00000.00
β1.000025.16
γ1-42.5854-1.06
γ257.48671.01
γ3-21.1096-0.70
γ417.65300.67
γ5-29.6502-1.17
γ654.50582.62
γ7-62.4215-1.92
Estimation Period:
Nov 26, 2018 to Nov 4, 2022
Impact of return on volatility tomorrow
Volatility Forecasts