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Azure Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, May 13, 2024 at 07:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Azure Minerals Ltd S0GARCH
paramt-stat
ω0.74393.59
α0.11676.21
β0.831926.82
γ10.05520.33
γ2-0.1397-0.55
γ30.11770.59
γ4-0.0911-0.41
γ50.00090.00
γ60.34702.27
γ7-0.6192-4.07
γ80.46443.68
Estimation Period:
Dec 16, 2003 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts