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

V-Lab

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V-Lab

Regis Resources Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.21% (-2.59%)

Analysis last updated: Saturday, April 20, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0520	4.64
$α$	0.1002	6.05
$β$	0.8187	23.48
$γ_{1}$	0.2696	2.31
$γ_{2}$	-0.3700	-1.89
$γ_{3}$	0.1616	1.09
$γ_{4}$	-0.2147	-1.71
$γ_{5}$	0.4064	3.56
$γ_{6}$	-0.4941	-4.23
$γ_{7}$	0.3827	3.86
$γ_{8}$	-0.1350	-1.61
$γ_{9}$	-0.1231	-0.99

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts