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Vector Resources Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 4, 2019 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vector Resources Limited S0GARCH
paramt-stat
ω0.80334.48
α0.10344.11
β0.754311.56
γ10.60350.59
γ2-1.3087-0.88
γ31.18980.96
γ4-0.7973-0.57
γ52.18441.61
γ6-3.4478-2.63
γ70.52460.36
γ82.02771.67
γ9-0.9169-1.13
Estimation Period:
Dec 17, 2007 to May 22, 2019
Impact of return on volatility tomorrow
Volatility Forecasts