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Amani Gold Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 27, 2024 at 12:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amani Gold Limited SGARCH
paramt-stat
ω1.485614,856,020.00
α0.31593,158,570.00
β0.60956,095,320.00
γ1-13.2280-132,279,900.00
γ219.2369192,369,100.00
γ3-8.7209-87,209,270.00
γ413.0235130,234,800.00
γ520.6300206,300,400.00
γ6-253.2297-2,532,297,000.00
Estimation Period:
Dec 14, 2006 to Dec 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts