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Excelsior Gold Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 24, 2018 at 07:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Excelsior Gold Ltd S0GARCH
paramt-stat
ω0.77723.87
α0.23115.77
β0.33454.33
γ1-1.2412-1.78
γ20.96860.99
γ30.47290.71
γ40.08160.12
γ5-0.3245-0.43
γ6-0.3175-0.44
γ71.23532.06
γ8-2.1963-3.97
γ92.04354.65
Estimation Period:
Jun 26, 2007 to Sep 21, 2018
Impact of return on volatility tomorrow
Volatility Forecasts