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Niocorp Developments Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 4, 2024 at 05:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Niocorp Developments Ltd S0GARCH
paramt-stat
ω1.58295.28
α0.10915.17
β0.806421.19
γ10.15131.43
γ2-0.3298-1.99
γ30.37972.89
γ4-0.4157-2.71
γ50.35652.61
γ6-0.2158-2.28
γ70.11971.38
γ8-0.0256-0.32
γ9-0.0358-0.68
Estimation Period:
Apr 1, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts