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Mallee Resources Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 26, 2023 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mallee Resources Ltd SGARCH
paramt-stat
ω15.7106157,106,300.00
α0.18511,851,100.00
β0.76847,683,680.00
γ16.877168,771,220.00
γ2-41.7025-417,024,600.00
γ336.7448367,448,200.00
γ455.4610554,609,800.00
γ5-97.7744-977,744,400.00
γ6-369.1263-3,691,263,000.00
Estimation Period:
Dec 3, 2007 to Jan 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts