V-Lab
V-Lab

Alexco Resource Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 12th, 2022:125.02% (+0.57%)

Analysis last updated: Saturday, September 10, 2022 at 11:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alexco Resource Corp SGARCH
paramt-stat
ω1.48884.12
α0.12775.58
β0.761019.47
γ10.59082.30
γ2-0.7328-1.93
γ30.13790.54
γ40.15140.69
γ5-0.2653-1.35
γ6-0.1213-0.63
γ70.68873.60
γ8-0.8547-4.29
γ91.18383.01
Estimation Period:
Jan 26, 2006 to Sep 9, 2022
Impact of return on volatility tomorrow
Volatility Forecasts