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Pembridge Resources PLC 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 SGARCH
paramt-stat
ω0.73542.97
α0.07662.78
β0.61665.00
γ1-2.6638-0.75
γ23.81800.69
γ3-1.7707-0.45
γ43.87890.98
γ5-7.9936-2.20
γ67.61832.49
γ7-4.6352-1.60
γ82.18520.81
γ9-0.0858-0.04
γ10-0.3695-0.12
Estimation Period:
Aug 1, 2011 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts