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V-Lab

Good Resources Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 22, 2020 at 03:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Good Resources Holdings Ltd S0GARCH
paramt-stat
ω1.48865.07
α0.20875.07
β0.56338.02
γ1-0.1576-1.10
γ20.34421.37
γ3-0.3175-1.55
γ40.05520.38
γ50.28782.29
γ6-0.3745-3.08
γ70.26312.93
γ8-0.1329-2.22
Estimation Period:
Jan 12, 1998 to Sep 18, 2020
Impact of return on volatility tomorrow
Volatility Forecasts