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Rex Minerals Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 12, 2024 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rex Minerals Limited S0GARCH
paramt-stat
ω1.68874.00
α0.13536.42
β0.833449.73
γ1-0.1990-0.87
γ20.59261.52
γ3-0.6857-1.91
γ40.46221.28
γ5-0.3581-1.02
γ60.50251.73
γ7-0.7972-3.52
γ80.76544.67
Estimation Period:
Sep 20, 2007 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts