V-Lab: Tahoe Resources Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Tahoe Resources Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 27th, 2019:47.82% (-1.04%)

Analysis last updated: Tuesday, February 26, 2019 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9134	9.84
$α$	0.0847	3.48
$β$	0.8058	13.54
$γ_{1}$	-0.0035	-1.13

Estimation Period:
Jun 8, 2010 to Feb 22, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts