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V-Lab

Greenway Mining Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 31, 2021 at 03:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Greenway Mining Group Ltd S0GARCH
paramt-stat
ω0.60871.64
α0.16044.18
β0.57116.10
γ10.24080.09
γ2-0.1638-0.05
γ30.78650.40
γ4-3.0458-1.50
γ54.09472.04
γ6-3.2684-1.68
γ72.92131.74
γ8-2.2827-1.55
γ90.50680.39
Estimation Period:
Dec 14, 2011 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts