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V-Lab

Nomad Royalty Company Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 17, 2022 at 11:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Nomad Royalty Company Ltd SGARCH
paramt-stat
ω1.01722.28
α0.13142.42
β0.00000.00
γ113.65640.64
γ2-31.2511-1.02
γ348.34592.04
γ4-68.2475-2.25
γ561.84542.37
γ6-33.9812-2.07
γ718.49961.38
γ8-21.9496-1.34
Estimation Period:
May 29, 2020 to Aug 12, 2022
Impact of return on volatility tomorrow
Volatility Forecasts