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PetroNeft Resources plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 10, 2024 at 01:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PetroNeft Resources plc S0GARCH
paramt-stat
ω0.41863.28
α0.25955.64
β0.28363.08
γ11.72653.42
γ2-3.4592-4.83
γ33.26877.08
γ4-2.6529-6.16
γ51.80304.02
γ6-0.3401-0.75
γ7-1.6972-3.34
γ82.07813.09
γ9-0.7296-1.11
Estimation Period:
Sep 26, 2006 to Jan 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts