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V-Lab

Greenway Mining Group Ltd 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 SGARCH
paramt-stat
ω0.61791.56
α0.17914.45
β0.57797.32
γ10.29530.11
γ2-0.2924-0.08
γ30.95340.46
γ4-3.2518-1.51
γ54.36202.07
γ6-3.7014-1.80
γ73.78792.09
γ8-4.3425-2.66
γ95.79652.28
Estimation Period:
Dec 14, 2011 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts