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V-Lab

Mirabela Nickel Ltd 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 SGARCH
paramt-stat
ω0.63322.89
α0.24354.35
β0.641815.59
γ1-1.5030-1.26
γ22.88241.72
γ3-2.1093-2.35
γ41.66021.71
γ5-2.6872-2.33
γ63.04112.51
γ7-1.1124-0.91
γ8-0.5133-0.34
γ92.02771.35
γ10-7.7310-3.77
Estimation Period:
Jul 16, 2004 to Aug 26, 2015
Impact of return on volatility tomorrow
Volatility Forecasts