V-Lab: Pretium Resources Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Pretium Resources Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 14th, 2022:36.22% (+2.70%)

Analysis last updated: Tuesday, July 19, 2022 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.8472	3.43
$α$	0.0526	24.59
$β$	0.9874	261.55
$ν$	4	11.44

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