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V-Lab

Alto Metals Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 12, 2024 at 09:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alto Metals Limited SGARCH
paramt-stat
ω1.76993.00
α0.14262.84
β0.66246.49
γ1-3.1667-1.71
γ25.53452.06
γ3-3.3259-2.08
γ41.01860.75
γ5-0.7112-0.56
γ61.90731.41
γ7-1.1128-0.80
γ8-1.6575-1.18
γ95.27722.25
γ10-11.3928-2.65
Estimation Period:
Dec 20, 2012 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts