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Base Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, October 5, 2024 at 07:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Base Resources Ltd S0GARCH
paramt-stat
ω1.16934.29
α0.01943.25
β0.970769.81
γ10.53620.45
γ2-0.9055-0.48
γ30.83650.98
γ4-1.2067-3.75
γ51.45863.53
γ6-1.1567-3.10
γ70.83332.45
γ8-0.6210-2.13
Estimation Period:
Oct 2, 2008 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts