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V-Lab

Royal Bafokeng Platinum Ltd 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 SGARCH
paramt-stat
ω3.85841.82
α0.668853.85
β0.321637.40
γ11.38811.40
γ2-2.7162-1.59
γ32.66172.23
γ4-2.2904-3.26
γ51.57833.11
γ6-1.0582-1.98
γ70.56451.04
γ8-0.3019-0.40
γ90.67890.50
γ10-21.4283-10.69
Estimation Period:
Nov 8, 2010 to Sep 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts