V-Lab: Resolute Mining Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Resolute Mining Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:64.64% (-3.42%)

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
$ω$	0.6978	4.30
$α$	0.0720	6.84
$β$	0.8546	34.75
$γ_{1}$	-0.0399	-0.71
$γ_{2}$	0.1182	1.52
$γ_{3}$	-0.1709	-3.49
$γ_{4}$	0.1562	4.41
$γ_{5}$	-0.1242	-3.83
$γ_{6}$	0.1410	4.25
$γ_{7}$	-0.1850	-5.19
$γ_{8}$	0.2155	5.72
$γ_{9}$	-0.2342	-3.05

Estimation Period:
Jan 4, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts