V-Lab: Regis Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Regis Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:47.43% (-2.66%)

Analysis last updated: Saturday, April 27, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9664	4.47
$α$	0.1005	6.03
$β$	0.8196	23.68
$γ_{1}$	0.2444	2.04
$γ_{2}$	-0.3324	-1.65
$γ_{3}$	0.1401	0.91
$γ_{4}$	-0.1987	-1.55
$γ_{5}$	0.3963	3.43
$γ_{6}$	-0.4945	-4.20
$γ_{7}$	0.4027	4.11
$γ_{8}$	-0.1933	-2.78
$γ_{9}$	0.0333	0.69

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts