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Millennium Minerals Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 15, 2019 at 10:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Millennium Minerals Ltd SGARCH
paramt-stat
ω0.70992.76
α0.10926.14
β0.841329.84
γ1-0.1558-0.58
γ20.03200.09
γ30.21521.29
γ40.09890.69
γ5-0.5704-3.99
γ60.69234.40
γ7-0.3906-2.51
γ8-0.1431-0.91
γ90.78863.48
Estimation Period:
Jan 2, 1996 to Nov 15, 2019
Impact of return on volatility tomorrow
Volatility Forecasts