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Murray River Organics Group Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 12, 2023 at 11:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Murray River Organics Group Limited S0GARCH
paramt-stat
ω2.081420,813,550.00
α0.68166,816,360.00
β0.28942,893,820.00
γ157.0506570,506,200.00
γ2129.73371,297,337,000.00
γ3-261.6275-2,616,275,000.00
γ4-535.5265-5,355,265,000.00
γ51,160.060011,600,600,000.00
Estimation Period:
Dec 16, 2016 to Apr 7, 2023
Impact of return on volatility tomorrow
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