V-Lab: Nevsun Resources Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Nevsun Resources Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, March 11th, 2019:12.87% (-0.06%)

Analysis last updated: Saturday, March 9, 2019 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0078	6.42
$α$	0.0179	11.66
$β$	0.9821	906.87
$γ$	0.7189	8.73
$δ$	1.4498	28.69

Estimation Period:
Sep 12, 1994 to Mar 8, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts