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Argos Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 1, 2023 at 02:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argos Resources Ltd S0GARCH
paramt-stat
ω0.44864.49
α0.21254.38
β0.43804.21
γ1-0.6493-1.20
γ2-0.0292-0.04
γ31.81742.55
γ4-1.5032-1.91
γ5-0.5638-0.67
γ62.39493.14
γ7-2.1620-2.49
γ80.63400.61
γ90.41160.47
γ10-0.6560-1.40
Estimation Period:
Jul 29, 2010 to Jun 30, 2023
Impact of return on volatility tomorrow
Volatility Forecasts