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Murray River Organics Group Limited 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 SGARCH
paramt-stat
ω23.7713237,712,700.00
α0.56755,675,230.00
β0.43254,324,770.00
γ1-1.5928-15,928,260.00
γ2-8.6227-86,226,630.00
γ3-12.9603-129,603,200.00
γ4-135.4082-1,354,082,000.00
γ5-111.4311-1,114,311,000.00
Estimation Period:
Dec 16, 2016 to Apr 7, 2023
Impact of return on volatility tomorrow
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