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Tungsten Corp PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 17, 2022 at 02:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tungsten Corp PLC S0GARCH
paramt-stat
ω0.48434.96
α0.34015.88
β0.36484.43
γ1-0.1360-0.15
γ2-0.6871-0.44
γ30.61380.49
γ4-0.4331-0.45
γ53.12733.32
γ6-4.6544-3.61
γ73.08302.19
γ8-1.2339-1.08
γ90.39280.54
Estimation Period:
Oct 16, 2013 to Jun 1, 2022
Impact of return on volatility tomorrow
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