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Aquarius Platinum Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, April 3, 2016 at 03:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aquarius Platinum Ltd S0GARCH
paramt-stat
ω1.64566.72
α0.11764.25
β0.787121.17
γ10.07910.65
γ20.13500.68
γ3-0.3290-1.98
γ40.30621.94
γ5-0.5285-3.40
γ60.65393.93
γ7-0.6014-3.75
γ80.42133.97
Estimation Period:
Sep 29, 1999 to Apr 1, 2016
Impact of return on volatility tomorrow
Volatility Forecasts