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Millennium Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 15, 2019 at 10:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Millennium Minerals Ltd S0GARCH
paramt-stat
ω0.80673.17
α0.10836.83
β0.858340.78
γ1-0.0684-0.35
γ2-0.1136-0.40
γ30.46912.96
γ4-0.4700-3.13
γ50.18401.39
γ60.13321.15
γ7-0.3418-2.82
γ80.32283.20
Estimation Period:
Jan 2, 1996 to Nov 15, 2019
Impact of return on volatility tomorrow
Volatility Forecasts