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

V-Lab

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V-Lab

Evolution Mining Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:46.26% (-0.61%)

Analysis last updated: Thursday, May 2, 2024 at 04:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1684	5.14
$α$	0.0674	5.97
$β$	0.8919	45.83
$γ_{1}$	0.1722	1.48
$γ_{2}$	-0.3293	-1.97
$γ_{3}$	0.1851	1.89
$γ_{4}$	0.0989	1.03
$γ_{5}$	-0.3585	-3.31
$γ_{6}$	0.4500	4.54
$γ_{7}$	-0.3061	-2.45
$γ_{8}$	0.1457	0.55

Estimation Period:
Aug 20, 2002 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts