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V-Lab

Pluton Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, April 3, 2016 at 06:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pluton Resources Ltd S0GARCH
paramt-stat
ω0.84372.74
α0.10683.02
β0.54853.17
γ1-1.8209-1.12
γ24.61902.13
γ3-6.6674-5.52
γ46.72605.82
γ5-3.1391-1.80
γ6-0.2186-0.07
γ71.28250.33
γ8-1.5055-0.67
Estimation Period:
Dec 15, 2006 to Jul 14, 2014
Impact of return on volatility tomorrow
Volatility Forecasts