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Soril Infra Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 4, 2024 at 09:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Soril Infra Resources Ltd S0GARCH
paramt-stat
ω84.6403846,402,800.00
α0.70337,033,210.00
β0.24682,467,980.00
γ198.6256986,255,800.00
γ2-114.5194-1,145,194,000.00
γ3-26.6627-266,626,600.00
γ499.4503994,502,600.00
γ5-87.6213-876,212,500.00
γ613.8088138,088,300.00
γ779.9355799,355,200.00
γ8-199.6553-1,996,553,000.00
γ9234.12092,341,209,000.00
Estimation Period:
Dec 7, 2005 to Oct 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts