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

V-Lab

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V-Lab

Silvercorp Metals Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:52.05% (-0.98%)

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
$ω$	1.9684	3.36
$α$	0.0778	6.23
$β$	0.8679	40.05
$γ_{1}$	0.2513	3.05
$γ_{2}$	-0.3528	-2.89
$γ_{3}$	-0.0384	-0.37
$γ_{4}$	0.3462	3.72
$γ_{5}$	-0.3032	-4.78
$γ_{6}$	0.1670	2.66
$γ_{7}$	-0.1220	-1.44
$γ_{8}$	0.0756	0.75
$γ_{9}$	-0.0468	-0.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts