Skip to main content
V-Lab

New Talisman Gold Mines Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 28, 2024 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New Talisman Gold Mines Limited SGARCH
paramt-stat
ω1.06736.76
α0.13685.31
β0.661110.42
γ1-0.5343-3.24
γ20.99303.78
γ3-0.5512-2.90
γ4-0.2352-1.40
γ50.87215.25
γ6-1.2846-7.07
γ71.60076.10
Estimation Period:
Feb 6, 1996 to Dec 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts