V-Lab: Aquila Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Aquila Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 25th, 2014:39.76% (+0.52%)

Analysis last updated: Friday, January 29, 2016 at 03:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1368	5.11
$α$	0.2200	6.13
$β$	0.5627	11.25
$γ_{1}$	0.1749	0.88
$γ_{2}$	-0.4048	-1.18
$γ_{3}$	0.9337	3.66
$γ_{4}$	-1.4606	-6.90
$γ_{5}$	1.1973	5.79
$γ_{6}$	-0.5773	-2.20
$γ_{7}$	0.1642	0.64

Estimation Period:
Jun 29, 2000 to Jul 18, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts