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MOD Resources Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 9, 2019 at 09:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MOD Resources Limited S0GARCH
paramt-stat
ω1.31255.37
α0.31232.77
β0.24922.65
γ1-0.2559-1.09
γ20.58781.53
γ3-0.1289-0.32
γ4-0.9792-1.69
γ51.76803.27
γ6-1.9126-5.71
γ71.33495.51
γ8-0.4147-1.86
Estimation Period:
Feb 4, 1997 to Oct 4, 2019
Impact of return on volatility tomorrow
Volatility Forecasts