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Niocorp Developments Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 4, 2024 at 05:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Niocorp Developments Ltd SGARCH
paramt-stat
ω1.62905.37
α0.11065.22
β0.804021.30
γ10.17131.62
γ2-0.3625-2.19
γ30.40373.06
γ4-0.4363-2.85
γ50.37342.75
γ6-0.2299-2.45
γ70.13291.57
γ8-0.0426-0.54
γ90.00070.01
Estimation Period:
Apr 1, 1998 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts