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Lightstream Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 16, 2016 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Lightstream Resources Ltd S0GARCH
paramt-stat
ω0.37484.53
α0.15633.57
β0.51784.74
γ1-2.2954-1.27
γ24.88691.72
γ3-5.1535-2.43
γ43.56851.96
γ5-1.7318-1.09
γ62.84681.70
γ7-3.3649-1.95
γ81.13440.85
γ9-0.0523-0.06
Estimation Period:
Oct 6, 2009 to Sep 16, 2016
Impact of return on volatility tomorrow
Volatility Forecasts