Skip to main content
V-Lab

Austpac Resources N.L. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 12:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Austpac Resources N.L. S0GARCH
paramt-stat
ω0.39723,971,780.00
α0.32393,239,030.00
β0.67616,760,970.00
γ14.234642,346,390.00
γ2-7.7753-77,752,850.00
γ37.929379,293,420.00
γ4-7.3344-73,344,060.00
Estimation Period:
Jan 1, 1990 to Jun 16, 2023
Impact of return on volatility tomorrow
Volatility Forecasts