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Marathon Gold Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, January 28, 2024 at 03:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marathon Gold Corp SGARCH
paramt-stat
ω0.84605.94
α0.05863.65
β0.821414.87
γ1-0.0034-0.01
γ2-0.0556-0.16
γ3-0.0136-0.06
γ4-0.2031-0.81
γ50.82513.51
γ6-0.9485-4.85
γ70.82864.28
γ8-1.1187-2.79
Estimation Period:
Dec 3, 2010 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts