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

V-Lab

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V-Lab

Pretium Resources Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 14th, 2022:29.96% (+1.10%)

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
$ω$	0.8559	3.22
$α$	0.0423	2.85
$β$	0.7992	9.52
$γ_{1}$	-1.0736	-1.35
$γ_{2}$	2.4657	2.20
$γ_{3}$	-2.9407	-3.25
$γ_{4}$	2.5637	2.85
$γ_{5}$	-1.5756	-2.38
$γ_{6}$	1.0622	1.82
$γ_{7}$	-1.1360	-1.42
$γ_{8}$	1.4214	1.57
$γ_{9}$	-1.6891	-1.82
$γ_{10}$	1.1416	0.99

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

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Volatility Forecasts

Volatility Forecasts