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V-Lab

Talon Energy Ltd 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 SGARCH
paramt-stat
ω0.95475.00
α0.18274.11
β0.25491.90
γ15.65643.14
γ2-7.9711-2.90
γ34.22302.46
γ4-3.6107-1.80
γ52.06030.89
γ6-2.2553-1.31
γ74.76693.46
γ8-6.0445-4.45
γ96.04213.50
γ10-5.5935-1.63
Estimation Period:
Feb 28, 2013 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts