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Razor Energy Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 3, 2024 at 01:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Razor Energy Corp S0GARCH
paramt-stat
ω8.66751.09
α0.11611.21
β0.876237.53
γ140.48415.00
γ2-103.1132-9.92
γ3135.139731.49
γ4-127.3734-18.12
γ588.24758.28
γ6-45.9211-5.00
γ712.88711.42
γ8-0.1820-0.03
γ9-0.1044-0.03
Estimation Period:
Nov 14, 2011 to Feb 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts