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V-Lab

Calidus Resources Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 28, 2025 at 09:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calidus Resources Limited SGARCH
paramt-stat
ω11.66710.50
α0.40770.83
β0.59161.21
γ10.13220.33
γ2-0.3093-0.46
γ30.34460.54
γ4-0.2604-0.53
γ50.20060.64
γ6-0.2002-0.32
γ7-4.1604-0.82
γ8-11.9180-0.21
γ966.24590.40
γ10-136.8207-1.25
Estimation Period:
Jan 30, 1998 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts