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V-Lab

Minotaur Exploration Limited 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 SGARCH
paramt-stat
ω0.61880.04
α0.35880.01
β0.64120.02
γ12.12370.00
γ2-6.5921-0.00
γ38.71040.02
γ4-6.1932-0.02
γ52.15460.02
γ6-0.4534-0.01
γ7-4.2637-0.01
γ8-2.9179-0.02
γ947.19240.01
γ10-156.8865-0.06
Estimation Period:
Feb 24, 2005 to Sep 16, 2022
Impact of return on volatility tomorrow
Volatility Forecasts