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Bay Area Gold Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 16, 2024 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bay Area Gold Group Ltd S0GARCH
paramt-stat
ω0.19081,908,410.00
α0.66186,618,360.00
β0.33823,381,640.00
γ1-9.6705-96,704,940.00
γ217.5119175,118,900.00
γ3-7.3094-73,094,140.00
γ47.045470,454,210.00
γ5-14.0700-140,700,100.00
γ6-2.5005-25,004,620.00
γ75.331653,315,800.00
γ8103.34091,033,409,000.00
γ9-328.6045-3,286,045,000.00
γ10374.95153,749,515,000.00
Estimation Period:
Oct 12, 2004 to Mar 8, 2024
Impact of return on volatility tomorrow
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