V-Lab: Pretium Resources Inc MF2-GARCH Volatility Analysis

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V-Lab

Pretium Resources Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 14th, 2022:42.10% (+1.51%)

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
$m$	126
$α$	0.0000	0.01
$β$	0.9460	139.01
$γ$	0.0646	11.52
$λ_{1}$	10.0000	0.04
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.3447	0.02

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

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Volatility Forecasts

Volatility Forecasts