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Rambler Metals and Mining PLC 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 SGARCH
paramt-stat
ω0.36343.46
α0.17604.88
β0.38633.70
γ1-1.0764-3.05
γ21.34752.82
γ3-0.4523-2.10
γ40.77733.20
γ5-1.4427-4.20
γ61.78175.21
γ7-1.6763-5.62
γ81.40312.79
Estimation Period:
Jan 2, 2007 to Oct 21, 2022
Impact of return on volatility tomorrow
Volatility Forecasts