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Synergia Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, January 7, 2023 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Synergia Energy Ltd S0GARCH
paramt-stat
ω0.97234.30
α0.18385.90
β0.55639.67
γ1-0.3036-1.57
γ20.71242.26
γ3-0.6075-2.57
γ40.22421.19
γ50.08230.51
γ6-0.0759-0.40
γ7-0.2048-1.13
γ80.21701.97
Estimation Period:
Oct 24, 2003 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts