Skip to main content
V-Lab

Royal Bafokeng Platinum Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 21, 2023 at 03:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Royal Bafokeng Platinum Ltd S0GARCH
paramt-stat
ω0.74433.74
α0.15796.43
β0.663016.05
γ11.02091.91
γ2-1.8765-2.07
γ31.82842.57
γ4-1.8585-3.95
γ51.62544.99
γ6-1.4878-4.91
γ71.37123.75
γ8-1.5048-3.47
γ91.47344.36
Estimation Period:
Nov 8, 2010 to Sep 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts