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Alliance Resources Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 22, 2022 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alliance Resources Limited SGARCH
paramt-stat
ω1.36607.83
α0.19346.28
β0.47397.17
γ10.48005.18
γ2-0.8054-5.73
γ30.50705.20
γ4-0.2936-3.17
γ50.11131.18
γ60.14131.30
γ7-0.2165-1.11
γ8-0.0505-0.20
γ90.35951.80
γ10-0.3470-2.16
Estimation Period:
Oct 19, 1994 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts