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Trinity Exploration & Production PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 8, 2024 at 04:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trinity Exploration & Production PLC SGARCH
paramt-stat
ω0.31312.62
α0.16045.34
β0.54747.92
γ1-3.6876-3.40
γ25.34623.58
γ3-1.5059-2.04
γ4-1.4966-2.31
γ51.94762.63
γ6-0.2454-0.46
γ7-0.7372-1.64
γ80.08030.16
γ91.71462.95
γ10-4.1440-4.42
Estimation Period:
Jul 18, 2011 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts