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Minotaur Exploration Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 17, 2022 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Minotaur Exploration Limited S0GARCH
paramt-stat
ω7.78063.07
α0.5295247.78
β0.4695175.53
γ1-0.4126-1.05
γ20.70671.28
γ3-0.7839-2.72
γ40.90053.08
γ5-0.5418-1.38
γ6-0.0047-0.01
γ70.18350.23
γ80.10380.12
γ9-15.0343-13.16
γ1029.353131.19
Estimation Period:
Feb 24, 2005 to Sep 16, 2022
Impact of return on volatility tomorrow
Volatility Forecasts