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

V-Lab

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V-Lab

BlackPearl Resources Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 18th, 2018:64.02% (-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
$ω$	4.9525	2.54
$α$	0.1138	8.92
$β$	0.8494	45.94
$γ_{1}$	0.1596	1.48
$γ_{2}$	-0.0491	-0.34
$γ_{3}$	-0.3089	-4.61
$γ_{4}$	0.3186	6.46
$γ_{5}$	-0.1413	-2.40
$γ_{6}$	0.0534	0.77
$γ_{7}$	-0.0833	-0.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts