V-Lab
V-Lab
ASA Gold and Precious Metals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:31.67% (-0.45%)

Analysis last updated: Monday, April 29, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ASA Gold and Precious Metals Ltd S0GARCH
paramt-stat
ω1.01888.76
α0.05138.62
β0.9391135.01
γ10.00000.17
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts