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V-Lab

Ikwezi Mining Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, January 7, 2023 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ikwezi Mining Limited SGARCH
paramt-stat
ω0.48444.79
α0.16813.23
β0.49303.93
γ16.51161.83
γ2-5.4650-1.00
γ3-3.5451-1.01
γ44.79161.42
γ5-5.3044-1.44
γ64.96371.26
γ7-6.9297-1.76
γ85.33520.99
γ911.17291.25
γ10-35.0491-2.96
Estimation Period:
Jul 19, 2011 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts