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V-Lab

Swick Mining Services Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 21, 2022 at 07:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swick Mining Services Ltd SGARCH
paramt-stat
ω19.63860.27
α0.37310.62
β0.62641.04
γ1-0.0666-0.04
γ2-15.8197-0.25
γ318.46330.17
γ411.22260.11
γ51.79980.01
γ6-32.9232-0.26
γ714.44710.18
γ8-4.0640-0.06
γ956.44690.47
γ10-224.6841-2.30
Estimation Period:
Nov 1, 2006 to Oct 14, 2022
Impact of return on volatility tomorrow
Volatility Forecasts