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Protean Energy Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 11, 2024 at 07:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Protean Energy Limited S0GARCH
paramt-stat
ω2.56970.01
α0.29170.01
β0.70830.03
γ1-3.4540-0.78
γ23.63770.23
γ3-6.3472-0.01
γ417.99820.01
γ5-15.5899-0.01
γ6-8.4803-0.00
γ717.61530.01
γ80.41720.00
γ97.64800.00
γ10-27.6195-0.01
Estimation Period:
Dec 21, 2006 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts