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Polymet Mining Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 9, 2023 at 02:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polymet Mining Corp S0GARCH
paramt-stat
ω1.75172.96
α0.11504.12
β0.853916.13
γ10.29491.95
γ2-0.5842-2.73
γ30.38443.05
γ40.01910.15
γ5-0.2277-1.54
γ60.14070.89
γ7-0.0232-0.14
γ80.17670.85
γ9-0.5149-2.08
γ100.50142.97
Estimation Period:
Apr 1, 1998 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts