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V-Lab

Chaarat Gold Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 17, 2024 at 08:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chaarat Gold Holdings Ltd SGARCH
paramt-stat
ω0.96964.01
α0.15645.77
β0.63159.79
γ1-1.0314-3.38
γ21.75683.38
γ3-0.9636-2.08
γ40.23610.57
γ50.18090.52
γ6-0.6187-1.91
γ70.88002.58
γ8-0.6625-1.72
γ90.48451.05
γ100.42600.39
Estimation Period:
Nov 8, 2007 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts