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V-Lab

Exore Resources Limited 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 SGARCH
paramt-stat
ω0.56744.68
α0.16406.70
β0.692415.82
γ1-0.4581-2.40
γ20.64102.10
γ3-0.1743-0.73
γ40.08740.46
γ5-0.0530-0.35
γ6-0.5954-3.65
γ70.91906.86
γ8-0.0707-0.38
Estimation Period:
Jan 4, 1996 to Sep 11, 2020
Impact of return on volatility tomorrow
Volatility Forecasts