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V-Lab

Bay Area Gold Group Ltd 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 SGARCH
paramt-stat
ω44.3420443,419,800.00
α0.40914,091,020.00
β0.49084,908,190.00
γ1-3.9133-39,133,300.00
γ2-2.8734-28,734,030.00
γ39.498694,985,940.00
γ44.322443,223,730.00
γ50.74297,428,500.00
γ65.454754,547,020.00
γ7-24.0406-240,406,200.00
γ8-65.4025-654,025,000.00
γ9-22.9750-229,750,100.00
Estimation Period:
Oct 12, 2004 to Mar 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts