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V-Lab

Poseidon Nickel Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 22, 2025 at 02:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Poseidon Nickel Ltd SGARCH
paramt-stat
ω1.56795.82
α0.10866.20
β0.841531.64
γ10.29134.99
γ2-0.4959-5.43
γ30.35353.94
γ4-0.2813-2.48
γ50.22891.94
γ6-0.1193-1.13
γ70.00090.01
γ80.03770.40
γ90.19551.90
Estimation Period:
Nov 30, 1993 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts