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

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V-Lab

Evolution Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:40.38% (-0.25%)

Analysis last updated: Thursday, April 18, 2024 at 08:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1528	5.06
$α$	0.0673	5.96
$β$	0.8921	45.88
$γ_{1}$	0.1634	1.40
$γ_{2}$	-0.3167	-1.88
$γ_{3}$	0.1796	1.83
$γ_{4}$	0.1000	1.03
$γ_{5}$	-0.3532	-3.25
$γ_{6}$	0.4325	4.49
$γ_{7}$	-0.2663	-2.61
$γ_{8}$	0.0566	0.62

Estimation Period:
Aug 20, 2002 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts