V-Lab
Lightstream Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 19th, 2016:103.63% (-5.32%)
Analysis last updated: Friday, September 16, 2016 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3748 | 4.53 | |
| 0.1563 | 3.57 | |
| 0.5178 | 4.74 | |
| -2.2954 | -1.27 | |
| 4.8869 | 1.72 | |
| -5.1535 | -2.43 | |
| 3.5685 | 1.96 | |
| -1.7318 | -1.09 | |
| 2.8468 | 1.70 | |
| -3.3649 | -1.95 | |
| 1.1344 | 0.85 | |
| -0.0523 | -0.06 |
Estimation Period:
Oct 6, 2009 to Sep 16, 2016
Oct 6, 2009 to Sep 16, 2016
News Impact Curve
Volatility Forecasts
Other Lightstream Resources Ltd Analyses