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V-Lab

Chaarat Gold Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 17, 2024 at 08:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chaarat Gold Holdings Ltd S0GARCH
paramt-stat
ω1.00333.90
α0.13994.81
β0.68888.65
γ1-0.9916-3.16
γ21.69793.15
γ3-0.9301-1.92
γ40.21300.49
γ50.20120.55
γ6-0.6628-1.96
γ70.99962.81
γ8-0.9730-2.41
γ91.22502.74
γ10-1.3212-3.44
Estimation Period:
Nov 8, 2007 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts