V-Lab: Resolute Mining Ltd GJR-GARCH Volatility Analysis

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V-Lab

Resolute Mining Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:66.09% (+16.06%)

Analysis last updated: Thursday, April 18, 2024 at 07:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0885	10.16
$α$	0.0220	13.96
$β$	0.9617	494.19
$γ$	0.0231	5.72

Estimation Period:
Jan 4, 1990 to Apr 12, 2024

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