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

V-Lab

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V-Lab

Pacific Metals Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.39% (+0.41%)

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
$ω$	0.9144	8.68
$α$	0.1144	7.65
$β$	0.8133	38.46
$γ_{1}$	-0.0065	-0.23
$γ_{2}$	0.0553	1.32
$γ_{3}$	-0.1333	-4.31
$γ_{4}$	0.1401	4.40
$γ_{5}$	-0.0780	-1.93
$γ_{6}$	0.0160	0.29
$γ_{7}$	0.0544	1.00
$γ_{8}$	-0.1468	-2.47

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

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Volatility Forecasts

Volatility Forecasts