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Rosan Resources Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 31, 2021 at 03:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rosan Resources Holdings Ltd S0GARCH
paramt-stat
ω1.32423.88
α0.22672.67
β0.43313.57
γ10.62250.96
γ2-1.2647-1.37
γ31.47472.68
γ4-1.5850-2.73
γ51.62872.47
γ6-1.4557-1.56
γ70.18950.18
γ81.64062.26
γ9-2.0321-5.86
Estimation Period:
Jan 3, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts