V-Lab: BlackPearl Resources Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BlackPearl Resources Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 18th, 2018:66.11% (-0.90%)

Analysis last updated: Monday, December 17, 2018 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9395	2.53
$α$	0.1135	8.94
$β$	0.8500	46.38
$γ_{1}$	0.1584	1.47
$γ_{2}$	-0.0479	-0.33
$γ_{3}$	-0.3075	-4.58
$γ_{4}$	0.3138	6.41
$γ_{5}$	-0.1308	-2.31
$γ_{6}$	0.0307	0.53
$γ_{7}$	-0.0226	-0.59

Estimation Period:
May 1, 1990 to Dec 14, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts