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

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V-Lab

Enova Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:157.99% (+12.50%)

Analysis last updated: Saturday, April 20, 2024 at 08:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5529	5.51
$α$	0.1355	3.99
$β$	0.3704	2.80
$γ_{1}$	-0.3916	-0.94
$γ_{2}$	0.2687	0.43
$γ_{3}$	-0.0942	-0.17
$γ_{4}$	1.1545	1.97
$γ_{5}$	-1.7837	-3.59
$γ_{6}$	1.2130	2.84
$γ_{7}$	-1.4507	-3.21
$γ_{8}$	2.6649	5.18
$γ_{9}$	-2.2451	-5.49

Estimation Period:
Apr 13, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts