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Pembridge Resources PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 18, 2023 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pembridge Resources PLC S0GARCH
paramt-stat
ω0.74063.01
α0.07612.77
β0.61744.98
γ1-2.5773-0.72
γ23.67250.67
γ3-1.6566-0.42
γ43.76750.96
γ5-7.8786-2.17
γ67.50972.46
γ7-4.5566-1.57
γ82.15160.80
γ9-0.1029-0.05
γ10-0.2759-0.22
Estimation Period:
Aug 1, 2011 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts