V-Lab: Silvercorp Metals Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Silvercorp Metals Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:51.67% (-0.88%)

Analysis last updated: Tuesday, May 7, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9410	3.28
$α$	0.0761	6.17
$β$	0.8718	40.67
$γ_{1}$	0.2443	2.92
$γ_{2}$	-0.3453	-2.79
$γ_{3}$	-0.0353	-0.33
$γ_{4}$	0.3368	3.54
$γ_{5}$	-0.2902	-4.49
$γ_{6}$	0.1510	2.41
$γ_{7}$	-0.1030	-1.23
$γ_{8}$	0.0522	0.55
$γ_{9}$	-0.0064	-0.10

Estimation Period:
Aug 29, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts