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V-Lab

Exore Resources Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 16, 2020 at 09:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Exore Resources Limited S0GARCH
paramt-stat
ω0.57384.63
α0.16036.53
β0.706116.41
γ1-0.4508-2.31
γ20.62862.01
γ3-0.1621-0.66
γ40.06350.32
γ5-0.0001-0.00
γ6-0.6970-4.09
γ71.11957.98
γ8-0.5703-5.39
Estimation Period:
Jan 4, 1996 to Sep 11, 2020
Impact of return on volatility tomorrow
Volatility Forecasts