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V-Lab

Nkwe Platinum Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 18, 2019 at 05:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nkwe Platinum Ltd S0GARCH
paramt-stat
ω0.64912.61
α0.18754.42
β0.681113.20
γ1-0.5020-0.60
γ21.06610.81
γ3-0.9470-1.27
γ40.61421.52
γ5-0.4641-1.73
γ60.26231.11
γ70.02110.13
Estimation Period:
Sep 24, 2003 to Mar 15, 2019
Impact of return on volatility tomorrow
Volatility Forecasts