V-Lab: Silver Lake Resources Ltd EGARCH Volatility Analysis

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V-Lab

Silver Lake Resources Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.72% (-0.21%)

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
$ω$	0.0385	8.91
$α$	0.1094	25.86
$β$	0.9881	792.42
$γ$	-0.0330	-7.40

Estimation Period:
Nov 14, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts