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Victoria Gold Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 24, 2024 at 02:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Victoria Gold Corp S0GARCH
paramt-stat
ω1.35026.22
α0.22015.42
β0.48395.14
γ1-0.1070-1.77
γ20.05310.58
γ30.19652.88
γ4-0.2943-4.38
γ50.29704.40
γ6-0.2543-3.67
γ70.18601.64
γ8-0.0813-0.37
γ9-0.0150-0.07
Estimation Period:
Apr 1, 1998 to Sep 20, 2024
Impact of return on volatility tomorrow
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