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V-Lab

Nzuri Copper Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 28, 2020 at 10:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nzuri Copper Limited SGARCH
paramt-stat
ω0.66364.51
α0.13716.87
β0.793724.93
γ11.39391.98
γ2-2.2895-2.11
γ31.02391.51
γ40.40940.68
γ5-1.6532-2.19
γ61.98832.95
γ7-1.4547-2.57
γ80.65120.87
γ90.51990.42
Estimation Period:
Jun 28, 2005 to Feb 28, 2020
Impact of return on volatility tomorrow
Volatility Forecasts