V-Lab: SEMAFO Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SEMAFO Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 7th, 2020:57.43% (+2.46%)

Analysis last updated: Tuesday, July 7, 2020 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0737	2.93
$α$	0.0845	7.59
$β$	0.8711	49.18
$γ_{1}$	-0.2666	-1.93
$γ_{2}$	0.4639	2.62
$γ_{3}$	-0.2285	-2.20
$γ_{4}$	-0.1332	-1.18
$γ_{5}$	0.3445	3.30
$γ_{6}$	-0.2697	-3.08
$γ_{7}$	0.1310	1.82
$γ_{8}$	-0.0322	-0.41
$γ_{9}$	-0.0991	-1.10
$γ_{10}$	0.2915	2.71

Estimation Period:
Jan 3, 1992 to Jul 3, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts