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V-Lab

World Titanium Resources Ltd 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 SGARCH
paramt-stat
ω0.91932.66
α0.10462.81
β0.68025.79
γ16.03851.63
γ2-8.1060-1.58
γ30.75330.31
γ41.17910.56
γ50.62860.27
γ61.47570.60
γ7-4.2340-1.30
γ86.92371.58
γ9-14.7140-2.83
Estimation Period:
Dec 28, 2006 to Dec 23, 2016
Impact of return on volatility tomorrow
Volatility Forecasts