V-Lab
V-Lab

Pacific Metals Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:39.54% (-1.67%)

Analysis last updated: Friday, March 29, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pacific Metals Co Ltd S0GARCH
paramt-stat
ω0.94148.61
α0.11547.72
β0.817340.37
γ1-0.0015-0.05
γ20.04721.10
γ3-0.1275-3.99
γ40.13634.12
γ5-0.0794-1.90
γ60.02840.51
γ70.01590.31
γ8-0.0308-1.06
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts