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Vango Mining Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 8, 2023 at 12:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vango Mining Limited S0GARCH
paramt-stat
ω0.74924.82
α0.11234.37
β0.833426.46
γ1-0.6045-1.16
γ21.02851.29
γ3-0.8750-1.36
γ40.82920.98
γ5-0.0634-0.08
γ6-1.4602-2.37
γ71.99463.47
γ8-1.1604-2.74
γ90.55461.57
γ10-0.3306-1.16
Estimation Period:
Mar 8, 2005 to Mar 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts