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PNX Metals Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 14, 2024 at 07:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PNX Metals Limited S0GARCH
paramt-stat
ω1.68306.37
α0.15004.87
β0.53095.69
γ1-0.1725-0.35
γ21.42721.72
γ3-2.2456-3.27
γ41.07761.89
γ50.08220.19
γ60.18980.47
γ7-1.0444-2.83
γ81.16043.01
γ9-0.4954-1.26
γ10-0.0913-0.32
Estimation Period:
Feb 12, 2008 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts