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V-Lab

Ikwezi Mining Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, January 7, 2023 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ikwezi Mining Limited S0GARCH
paramt-stat
ω0.50805.52
α0.15823.17
β0.50363.74
γ16.87463.34
γ2-8.7709-2.55
γ32.65491.01
γ4-1.9045-0.79
γ51.00050.41
γ6-3.7680-1.58
γ710.56723.39
γ8-9.2837-2.96
Estimation Period:
Jul 19, 2011 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts