V-Lab: Enova Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Enova Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:116.48% (-7.29%)

Analysis last updated: Friday, April 19, 2024 at 08:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5529	5.51
$α$	0.1361	4.01
$β$	0.3653	2.75
$γ_{1}$	-0.3941	-0.94
$γ_{2}$	0.2749	0.43
$γ_{3}$	-0.1106	-0.19
$γ_{4}$	1.1830	2.00
$γ_{5}$	-1.8113	-3.63
$γ_{6}$	1.2537	2.94
$γ_{7}$	-1.5271	-3.40
$γ_{8}$	2.7317	5.34
$γ_{9}$	-2.2512	-5.55

Estimation Period:
Apr 13, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts