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V-Lab

AVZ Minerals Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 14, 2024 at 09:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AVZ Minerals Limited SGARCH
paramt-stat
ω14.0168140,167,500.00
α0.60956,094,740.00
β0.39013,901,060.00
γ14.634046,340,100.00
γ2-29.3015-293,015,400.00
γ345.7233457,232,500.00
γ4-134.3484-1,343,484,000.00
Estimation Period:
Sep 14, 2007 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts