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V-Lab

World Titanium Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 23, 2016 at 05:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of World Titanium Resources Ltd S0GARCH
paramt-stat
ω0.87873.16
α0.10862.83
β0.65975.46
γ14.06942.23
γ2-6.7367-2.46
γ32.35711.26
γ41.50820.79
γ5-1.3356-0.58
γ61.24330.67
γ7-2.3046-2.07
Estimation Period:
Dec 28, 2006 to Dec 23, 2016
Impact of return on volatility tomorrow
Volatility Forecasts