Skip to main content
V-Lab

Tethys Oil Ab 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 SGARCH
paramt-stat
ω4.96733.42
α0.32526.67
β0.672813.69
γ10.19290.12
γ2-0.3501-0.13
γ30.13930.07
γ4-12.7163-1.61
γ534.18191.56
γ6-21.9538-0.95
γ7-26.5683-2.50
γ857.51973.12
γ9-37.6184-2.13
γ10-1.1540-0.11
Estimation Period:
May 17, 2013 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts