V-Lab: Enova Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Enova Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:171.92% (-9.68%)

Analysis last updated: Wednesday, May 1, 2024 at 04:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5527	5.51
$α$	0.1346	3.96
$β$	0.3799	2.89
$γ_{1}$	-0.3891	-0.94
$γ_{2}$	0.2631	0.43
$γ_{3}$	-0.0787	-0.14
$γ_{4}$	1.1267	1.95
$γ_{5}$	-1.7573	-3.56
$γ_{6}$	1.1743	2.74
$γ_{7}$	-1.3779	-3.03
$γ_{8}$	2.6071	5.02
$γ_{9}$	-2.2507	-5.47

Estimation Period:
Apr 13, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts