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

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V-Lab

Aquila Resources Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 25th, 2014:59.48% (+0.32%)

Analysis last updated: Friday, April 29, 2016 at 06:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6125	6.65
$α$	0.1992	6.46
$β$	0.5587	10.04
$γ_{1}$	-0.6314	-1.36
$γ_{2}$	1.0214	1.31
$γ_{3}$	-0.7627	-1.38
$γ_{4}$	1.4380	3.26
$γ_{5}$	-2.1714	-5.76
$γ_{6}$	1.3341	3.81
$γ_{7}$	0.2995	0.87
$γ_{8}$	-1.3226	-4.18
$γ_{9}$	2.1142	2.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts