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Bassari Resources Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 4, 2022 at 02:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bassari Resources Limited SGARCH
paramt-stat
ω0.0132131,990.00
α0.43364,335,990.00
β0.55715,571,330.00
γ11.444914,449,320.00
γ2-7.4492-74,492,230.00
γ3-4.1503-41,503,280.00
γ444.2494442,494,200.00
γ5-68.7060-687,059,600.00
γ6-40.0201-400,201,000.00
γ723.3446233,445,500.00
Estimation Period:
Jan 7, 2008 to Jul 29, 2022
Impact of return on volatility tomorrow
Volatility Forecasts