V-Lab: Pacific Metals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pacific Metals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.58% (+0.30%)

Analysis last updated: Sunday, April 21, 2024 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9360	8.43
$α$	0.1152	7.75
$β$	0.8193	41.15
$γ_{1}$	-0.0010	-0.04
$γ_{2}$	0.0454	1.05
$γ_{3}$	-0.1252	-3.90
$γ_{4}$	0.1349	4.07
$γ_{5}$	-0.0791	-1.89
$γ_{6}$	0.0295	0.52
$γ_{7}$	0.0130	0.25
$γ_{8}$	-0.0277	-0.94

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts