V-Lab: Nevsun Resources Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nevsun Resources Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 11th, 2019:5.15% (0.00%)

Analysis last updated: Saturday, March 9, 2019 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2731	7.33
$α$	0.0324	4.10
$β$	0.9577	70.36
$γ_{1}$	0.2248	2.42
$γ_{2}$	-0.3802	-2.40
$γ_{3}$	0.1931	1.30
$γ_{4}$	-0.0817	-0.37
$γ_{5}$	0.1694	0.60
$γ_{6}$	-0.3294	-1.29
$γ_{7}$	0.4648	2.58
$γ_{8}$	-0.8147	-4.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts