V-Lab: Raging River Exploration Inc GARCH Volatility Analysis

V-Lab

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V-Lab

Raging River Exploration Inc GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 28th, 2018:47.27% (-0.08%)

Analysis last updated: Monday, March 1, 2021 at 06:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1156	8.37
$α$	0.0536	13.81
$β$	0.9277	175.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts