V-Lab: Raging River Exploration Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Raging River Exploration Inc EGARCH Volatility Analysis

Volatility Prediction for Tuesday, August 28th, 2018:41.18% (-0.99%)

Analysis last updated: Monday, March 1, 2021 at 06:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0276	2.97
$α$	0.0665	13.66
$β$	0.9856	348.53
$γ$	-0.0612	-11.20

Estimation Period:
Mar 16, 2012 to Aug 24, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts