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

V-Lab

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V-Lab

Beadell Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 19th, 2019:74.46% (+9.52%)

Analysis last updated: Monday, February 18, 2019 at 06:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6371	4.47
$α$	0.0341	2.25
$β$	0.8878	13.16
$γ_{1}$	-1.7283	-5.18
$γ_{2}$	2.2011	4.76
$γ_{3}$	-0.3310	-1.25
$γ_{4}$	-0.0921	-0.35
$γ_{5}$	-0.1932	-0.73
$γ_{6}$	0.0782	0.34
$γ_{7}$	0.1555	0.92

Estimation Period:
Sep 26, 2007 to Feb 15, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts