V-Lab: Silvercorp Metals Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Silvercorp Metals Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:53.04% (-0.96%)

Analysis last updated: Friday, April 26, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9404	3.29
$α$	0.0767	6.18
$β$	0.8704	40.39
$γ_{1}$	0.2446	2.93
$γ_{2}$	-0.3449	-2.79
$γ_{3}$	-0.0374	-0.36
$γ_{4}$	0.3392	3.59
$γ_{5}$	-0.2920	-4.55
$γ_{6}$	0.1533	2.45
$γ_{7}$	-0.1058	-1.27
$γ_{8}$	0.0545	0.58
$γ_{9}$	-0.0075	-0.12

Estimation Period:
Aug 29, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts