V-Lab: Pacific Metals Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Pacific Metals Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:34.12% (-0.33%)

Analysis last updated: Sunday, April 28, 2024 at 01:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0780	19.07
$β$	0.7934	123.95
$γ$	0.0746	12.30
$λ_{1}$	0.1766	2.79
$λ_{2}$	0.0879	4.36
$λ_{3}$	0.8971	34.20

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts