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Razor Energy Corp 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 SGARCH
paramt-stat
ω0.19861,985,990.00
α0.17001,699,720.00
β0.83008,300,250.00
γ116.4316164,316,400.00
γ2-63.8054-638,053,500.00
γ3105.45181,054,518,000.00
γ4-104.7536-1,047,536,000.00
γ579.1160791,160,100.00
γ6-46.5124-465,124,400.00
γ716.1216161,215,500.00
γ8-4.1439-41,438,980.00
γ97.006970,068,530.00
Estimation Period:
Nov 14, 2011 to Feb 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts