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 Friday, April 19th, 2024:55.33% (-2.17%)

Analysis last updated: Friday, April 19, 2024 at 02:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9586	3.32
$α$	0.0765	6.19
$β$	0.8714	40.72
$γ_{1}$	0.2468	2.97
$γ_{2}$	-0.3473	-2.82
$γ_{3}$	-0.0375	-0.35
$γ_{4}$	0.3397	3.58
$γ_{5}$	-0.2921	-4.53
$γ_{6}$	0.1530	2.43
$γ_{7}$	-0.1056	-1.26
$γ_{8}$	0.0549	0.58
$γ_{9}$	-0.0082	-0.13

Estimation Period:
Aug 29, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts