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V-Lab

Nkwe Platinum Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 18, 2019 at 05:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nkwe Platinum Ltd SGARCH
paramt-stat
ω0.60141.74
α0.19654.67
β0.641011.66
γ1-0.6341-0.44
γ21.09010.51
γ3-0.4023-0.40
γ4-0.4310-0.83
γ50.78471.93
γ6-0.9130-2.68
γ70.96002.79
γ8-1.3180-1.83
Estimation Period:
Sep 24, 2003 to Mar 15, 2019
Impact of return on volatility tomorrow
Volatility Forecasts