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V-Lab

Sphere Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 1, 2016 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sphere Minerals Ltd S0GARCH
paramt-stat
ω2.09224.23
α0.13004.93
β0.825229.17
γ10.53783.27
γ2-0.6979-2.60
γ30.31801.71
γ4-0.5121-3.13
γ50.69164.43
γ6-0.4527-4.22
Estimation Period:
Jan 2, 1990 to Sep 29, 2015
Impact of return on volatility tomorrow
Volatility Forecasts