Skip to main content
V-Lab

Moreton Resources Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, March 15, 2020 at 01:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moreton Resources Limited SGARCH
paramt-stat
ω0.58934.52
α0.16876.46
β0.577610.16
γ1-0.3344-2.50
γ20.65923.44
γ3-0.6352-4.19
γ40.42092.56
γ5-0.0181-0.10
γ6-0.1003-0.77
γ7-0.2164-2.24
γ80.71494.83
Estimation Period:
Jan 3, 1996 to Mar 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts