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V-Lab

MZI Resources Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 11, 2019 at 06:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MZI Resources Ltd SGARCH
paramt-stat
ω0.79305.91
α0.10945.19
β0.768715.25
γ1-0.2527-0.59
γ20.91321.24
γ3-1.4941-2.45
γ40.89771.70
γ50.42721.05
γ6-0.9074-2.52
γ70.39811.10
γ80.29350.72
γ90.57390.74
Estimation Period:
Aug 26, 2004 to Mar 8, 2019
Impact of return on volatility tomorrow
Volatility Forecasts