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Mirabela Nickel Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 7, 2016 at 06:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mirabela Nickel Ltd S0GARCH
paramt-stat
ω0.91202.87
α0.23494.23
β0.691521.17
γ10.31191.48
γ2-0.3679-1.10
γ3-0.0416-0.18
γ40.57592.40
γ5-0.8502-3.99
Estimation Period:
Jul 16, 2004 to Aug 26, 2015
Impact of return on volatility tomorrow
Volatility Forecasts