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V-Lab

Talon Energy Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 30, 2023 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Talon Energy Ltd S0GARCH
paramt-stat
ω0.93944.95
α0.17853.94
β0.26081.92
γ15.50073.06
γ2-7.7291-2.82
γ34.06712.37
γ4-3.4757-1.74
γ51.91970.83
γ6-2.0724-1.21
γ74.46553.31
γ8-5.4528-4.37
γ94.78074.25
γ10-2.1821-2.26
Estimation Period:
Feb 28, 2013 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts