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V-Lab

Base Resources Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, October 5, 2024 at 07:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Base Resources Ltd SGARCH
paramt-stat
ω1.17434.41
α0.01843.25
β0.971472.80
γ10.51960.46
γ2-0.8761-0.49
γ30.82761.01
γ4-1.2304-3.92
γ51.51803.96
γ6-1.2817-3.77
γ71.11173.56
γ8-1.3017-3.65
Estimation Period:
Oct 2, 2008 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts