V-Lab: Silex Systems Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Silex Systems Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:58.98% (+5.93%)

Analysis last updated: Wednesday, May 1, 2024 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0548	3.98
$α$	0.1053	4.89
$β$	0.8404	23.07
$γ_{1}$	-0.0009	-0.02
$γ_{2}$	-0.0130	-0.23
$γ_{3}$	0.0458	1.50
$γ_{4}$	-0.0579	-2.19
$γ_{5}$	0.0330	1.60

Estimation Period:
May 7, 1998 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts