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Turquoise Hill Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 20, 2022 at 08:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Turquoise Hill Resources Ltd S0GARCH
paramt-stat
ω1.13863.72
α0.07126.82
β0.895056.09
γ1-0.0959-2.99
γ20.16273.31
γ3-0.0932-1.93
γ40.00160.03
γ50.09702.82
γ6-0.1143-4.99
Estimation Period:
Jul 9, 1996 to Dec 16, 2022
Impact of return on volatility tomorrow
Volatility Forecasts