V-Lab: Raging River Exploration Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Raging River Exploration Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 28th, 2018:53.28% (-0.33%)

Analysis last updated: Monday, August 27, 2018 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6668	7.35
$α$	0.0577	2.90
$β$	0.8953	21.78
$γ_{1}$	0.4445	3.55
$γ_{2}$	-0.6350	-3.06
$γ_{3}$	0.4837	2.12

Estimation Period:
Mar 16, 2012 to Aug 24, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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