V-Lab: Western Areas Ltd Spline-GARCH Volatility Analysis

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V-Lab

Western Areas Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 23rd, 2022:27.82% (0.00%)

Analysis last updated: Wednesday, July 20, 2022 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6340	7.24
$α$	0.0625	5.15
$β$	0.8589	25.74
$γ_{1}$	-0.1329	-1.07
$γ_{2}$	0.1213	0.58
$γ_{3}$	0.3088	1.76
$γ_{4}$	-0.6640	-4.27
$γ_{5}$	0.5918	4.33
$γ_{6}$	-0.2527	-2.13
$γ_{7}$	0.1022	0.82
$γ_{8}$	-0.3246	-2.12
$γ_{9}$	0.5704	2.95
$γ_{10}$	-0.6960	-2.36

Estimation Period:
Jul 28, 2000 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts