V-Lab: Silvercorp Metals Inc MF2-GARCH Volatility Analysis

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V-Lab

Silvercorp Metals Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:55.33% (-5.21%)

Analysis last updated: Friday, September 20, 2024 at 12:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1046	20.50
$β$	0.6247	41.71
$γ$	0.0739	7.88
$λ_{1}$	0.0434	1.14
$λ_{2}$	0.0298	3.10
$λ_{3}$	0.9692	87.64

Estimation Period:
Aug 29, 1994 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts