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Tethys Oil Ab Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 16, 2025 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tethys Oil Ab S0GARCH
paramt-stat
ω6.32494.61
α0.368933.93
β0.630057.26
γ1-0.1593-0.35
γ20.31950.43
γ3-7.9032-8.31
γ426.769610.09
γ5-45.9976-5.50
γ654.24563.53
γ7-38.9838-2.98
Estimation Period:
May 17, 2013 to Jan 10, 2025
Impact of return on volatility tomorrow
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