V-Lab: Pretium Resources Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Pretium Resources Inc APARCH Volatility Analysis

Volatility Prediction for Monday, March 14th, 2022:39.82% (+4.08%)

Analysis last updated: Tuesday, July 19, 2022 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1302	5.76
$α$	0.0662	13.11
$β$	0.9154	110.67
$γ$	0.6003	9.32
$δ$	0.9031	7.96

Estimation Period:
Dec 21, 2010 to Mar 11, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts