V-Lab
V-Lab

Regis Resources Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:42.71% (+1.00%)

Analysis last updated: Wednesday, March 27, 2024 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Regis Resources Ltd S0GARCH
paramt-stat
ω1.80954.02
α0.10735.93
β0.811122.89
γ10.16690.91
γ2-0.1514-0.48
γ3-0.0913-0.38
γ40.09720.54
γ5-0.0663-0.53
γ60.25132.25
γ7-0.5316-4.18
γ80.61564.64
γ9-0.4160-4.25
γ100.14912.49
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts