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China Nonferrous Gold Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 30, 2024 at 04:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Nonferrous Gold Ltd S0GARCH
paramt-stat
ω0.89028,901,830.00
α0.15791,579,350.00
β0.84218,420,650.00
γ10.26382,638,290.00
γ20.67176,716,560.00
γ3-1.8355-18,355,120.00
γ41.950519,504,510.00
γ5-3.7289-37,288,600.00
γ66.187961,879,130.00
γ7-5.1784-51,783,610.00
Estimation Period:
Aug 2, 2013 to May 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts