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V-Lab

Arrow Minerals Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:142.46% (-0.33%)
Analysis last updated: Thursday, June 5, 2025 at 08:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arrow Minerals Limited S0GARCH
paramt-stat
ω0.66642.67
α0.06814.10
β0.879830.51
γ1-0.9118-1.49
γ21.67761.80
γ3-1.3458-1.84
γ41.09151.78
γ5-1.4796-3.80
γ62.04685.72
γ7-1.7472-4.32
γ81.22202.92
γ9-0.9203-2.23
γ100.42141.35
Estimation Period:
Oct 28, 2005 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts