V-Lab: Pacific Metals Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Pacific Metals Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:32.04% (-1.97%)

Analysis last updated: Thursday, April 18, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9145	8.68
$α$	0.1145	7.64
$β$	0.8130	38.38
$γ_{1}$	-0.0066	-0.23
$γ_{2}$	0.0557	1.32
$γ_{3}$	-0.1339	-4.31
$γ_{4}$	0.1405	4.39
$γ_{5}$	-0.0781	-1.92
$γ_{6}$	0.0158	0.29
$γ_{7}$	0.0545	1.00
$γ_{8}$	-0.1445	-2.44

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts