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Kazakhstan Potash Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 22, 2019 at 06:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kazakhstan Potash Corp Ltd SGARCH
paramt-stat
ω0.82084.73
α0.18302.20
β0.55023.21
γ1-9.3684-1.38
γ224.91642.90
γ3-34.1880-3.58
γ434.17972.06
γ5-21.7075-1.41
γ67.71510.66
γ7-9.8514-0.66
Estimation Period:
Dec 15, 2010 to Mar 22, 2019
Impact of return on volatility tomorrow
Volatility Forecasts