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Mallee Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 26, 2023 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mallee Resources Ltd S0GARCH
paramt-stat
ω28.1232281,232,400.00
α0.10281,027,990.00
β0.89458,944,560.00
γ1-17.0234-170,234,100.00
γ293.7187937,187,200.00
γ3-82.3426-823,426,200.00
γ4-2.2949-22,948,810.00
γ535.8578358,577,700.00
γ6-80.9743-809,742,900.00
γ7143.78621,437,862,000.00
γ8-62.9382-629,382,000.00
γ9-806.6838-8,066,838,000.00
γ101,471.713014,717,130,000.00
Estimation Period:
Dec 3, 2007 to Jan 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts