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Lithium Universe Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 4, 2023 at 11:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lithium Universe Ltd S0GARCH
paramt-stat
ω2.03273.28
α0.210518.24
β0.787266.32
γ1-1.4477-0.61
γ21.45620.44
γ3-0.1374-0.08
γ40.66270.49
γ5-0.8235-0.62
γ60.25620.15
γ7-4.9851-1.99
γ810.06685.17
Estimation Period:
Oct 19, 2011 to Jul 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts