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Aura Minerals Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 26, 2025 at 12:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aura Minerals Inc S0GARCH
paramt-stat
ω1.64444.24
α0.11304.46
β0.819030.23
γ10.51781.44
γ2-0.9401-1.33
γ30.99321.65
γ4-1.0782-3.19
γ50.73772.36
γ6-0.4454-1.16
γ70.54550.92
γ8-0.7238-0.90
γ90.67000.84
γ10-0.3241-0.69
Estimation Period:
Jul 25, 2006 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts