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V-Lab

Pluton Resources Ltd 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 SGARCH
paramt-stat
ω0.83952.76
α0.10253.07
β0.55083.17
γ1-1.8490-1.15
γ24.65482.16
γ3-6.6579-5.59
γ46.62305.99
γ5-2.8192-1.81
γ6-1.1309-0.40
γ73.52911.12
γ8-6.4460-1.67
Estimation Period:
Dec 15, 2006 to Jul 14, 2014
Impact of return on volatility tomorrow
Volatility Forecasts