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V-Lab

Aura Minerals Inc 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 SGARCH
paramt-stat
ω1.67314.31
α0.11344.48
β0.818330.02
γ10.54861.54
γ2-0.9919-1.42
γ31.03261.72
γ4-1.1123-3.32
γ50.76582.45
γ6-0.4659-1.20
γ70.55600.91
γ8-0.7187-0.83
γ90.63640.69
γ10-0.2272-0.28
Estimation Period:
Jul 25, 2006 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts