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

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V-Lab

Enova Mining Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:174.75% (-9.57%)

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
$ω$	0.5503	5.49
$α$	0.1345	3.96
$β$	0.3793	2.88
$γ_{1}$	-0.4088	-0.99
$γ_{2}$	0.2962	0.48
$γ_{3}$	-0.1027	-0.19
$γ_{4}$	1.1456	1.98
$γ_{5}$	-1.7694	-3.58
$γ_{6}$	1.1739	2.73
$γ_{7}$	-1.3524	-2.92
$γ_{8}$	2.5286	4.41
$γ_{9}$	-2.0316	-2.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts