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Dacian Gold Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 22, 2023 at 08:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dacian Gold Ltd S0GARCH
paramt-stat
ω0.71677.17
α0.07562.99
β0.43891.94
γ1-1.6576-3.85
γ22.04263.14
γ3-0.4888-1.11
γ40.00750.02
γ51.47593.26
γ6-3.4641-4.99
γ73.69854.38
γ8-2.2959-2.56
γ90.72870.92
Estimation Period:
Nov 14, 2012 to Nov 17, 2023
Impact of return on volatility tomorrow
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