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Red River Resources Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 31, 2023 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Red River Resources Limited S0GARCH
paramt-stat
ω7.20751.25
α0.656415.22
β0.34168.20
γ1-0.5165-0.77
γ20.33370.34
γ30.24150.33
γ4-0.3909-0.25
γ5-25.1867-0.31
γ648.96540.23
γ7-28.9393-0.10
γ845.05360.15
γ9-121.4053-0.51
γ10131.71731.62
Estimation Period:
Jul 15, 2005 to Aug 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts