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

V-Lab

| |

V-Lab

Nevsun Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 11th, 2019:8.36% (-0.07%)

Analysis last updated: Saturday, March 9, 2019 at 12:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0711	5.79
$α$	0.0377	5.89
$β$	0.9617	125.02
$γ_{1}$	-0.0383	-1.83
$γ_{2}$	0.0536	2.15

Estimation Period:
Sep 12, 1994 to Mar 8, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts