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Solidcore Resources PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 1, 2023 at 01:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Solidcore Resources PLC SGARCH
paramt-stat
ω0.95965.32
α0.13923.51
β0.727515.60
γ11.32322.09
γ2-2.4927-2.47
γ31.90802.65
γ4-1.1302-1.75
γ50.90530.96
γ6-1.5922-1.04
γ72.68831.73
γ8-3.0088-2.91
γ92.82343.65
γ10-2.4165-2.35
Estimation Period:
Oct 27, 2011 to Jul 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts