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Tigers Realm Coal Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:10.95% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tigers Realm Coal Ltd SGARCH
paramt-stat
ω0.89151.98
α0.11733.94
β0.74569.96
γ1-0.3032-0.21
γ20.85060.42
γ3-0.2806-0.21
γ4-1.8293-1.83
γ53.96874.78
γ6-4.7768-4.00
γ73.98952.99
γ8-2.6451-2.48
γ92.53812.50
γ10-7.6232-7.26
Estimation Period:
Aug 29, 2011 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts