V-Lab
V-Lab

Pretium Resources Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 14th, 2022:32.81% (+0.97%)

Analysis last updated: Tuesday, July 19, 2022 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pretium Resources Inc S0GARCH
paramt-stat
ω0.86413.25
α0.04162.78
β0.79979.36
γ1-1.0170-1.28
γ22.37012.12
γ3-2.8718-3.18
γ42.51102.79
γ5-1.5361-2.33
γ61.03721.79
γ7-1.1350-1.43
γ81.46591.68
γ9-1.8290-2.31
γ101.55552.33
Estimation Period:
Dec 21, 2010 to Mar 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts