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AuStar Gold Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 12, 2021 at 09:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AuStar Gold Limited S0GARCH
paramt-stat
ω0.42066.26
α0.15474.48
β0.61597.70
γ1-1.5618-2.98
γ21.66511.98
γ3-0.0412-0.06
γ4-0.1989-0.28
γ50.56300.88
γ6-0.6297-1.38
γ7-0.1459-0.37
γ81.22163.10
γ9-2.3678-6.35
γ102.39129.84
Estimation Period:
Nov 22, 2006 to Aug 6, 2021
Impact of return on volatility tomorrow
Volatility Forecasts