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

V-Lab

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V-Lab

Pacific Metals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:35.43% (-0.08%)

Analysis last updated: Sunday, April 28, 2024 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9274	8.42
$α$	0.1153	7.73
$β$	0.8182	40.75
$γ_{1}$	-0.0039	-0.14
$γ_{2}$	0.0497	1.15
$γ_{3}$	-0.1273	-3.99
$γ_{4}$	0.1363	4.15
$γ_{5}$	-0.0806	-1.94
$γ_{6}$	0.0315	0.56
$γ_{7}$	0.0109	0.21
$γ_{8}$	-0.0263	-0.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts