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Rambler Metals and Mining PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 27, 2022 at 06:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rambler Metals and Mining PLC S0GARCH
paramt-stat
ω0.34743.40
α0.16124.31
β0.46734.26
γ1-1.0970-3.01
γ21.36112.77
γ3-0.4339-1.95
γ40.74573.03
γ5-1.3769-3.98
γ61.63344.74
γ7-1.3477-4.92
γ80.59452.97
Estimation Period:
Jan 2, 2007 to Oct 21, 2022
Impact of return on volatility tomorrow
Volatility Forecasts