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Dacian Gold Ltd 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 SGARCH
paramt-stat
ω0.71986.89
α0.09573.75
β0.43282.27
γ1-1.6490-3.68
γ22.02663.00
γ3-0.4631-1.01
γ4-0.0590-0.14
γ51.62763.49
γ6-3.7784-5.41
γ74.35785.27
γ8-3.7745-4.76
γ94.16453.11
Estimation Period:
Nov 14, 2012 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts