Skip to main content
V-Lab

Sunmirror Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Sunmirror Ag S0GARCH
paramt-stat
ω99.8411998,410,700.00
α0.39483,947,600.00
β0.60526,052,400.00
γ1-77.6752-776,751,700.00
γ2231.32942,313,294,000.00
γ3-184.8571-1,848,571,000.00
γ4-884.6158-8,846,158,000.00
γ5479.60414,796,041,000.00
γ61,609.062016,090,620,000.00
Estimation Period:
Dec 2, 2021 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts