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V-Lab

Nomad Royalty Company Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 17, 2022 at 11:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Nomad Royalty Company Ltd S0GARCH
paramt-stat
ω1.01492.26
α0.13472.45
β0.00000.00
γ113.41850.63
γ2-30.8237-1.00
γ347.89752.01
γ4-67.5597-2.21
γ560.59542.31
γ6-31.3355-1.92
γ712.58781.03
γ8-7.4463-1.07
Estimation Period:
May 29, 2020 to Aug 12, 2022
Impact of return on volatility tomorrow
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