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

V-Lab

| |

V-Lab

Pacific Metals Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.63% (-0.06%)

Analysis last updated: Sunday, April 28, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9140	8.68
$α$	0.1143	7.64
$β$	0.8133	38.42
$γ_{1}$	-0.0064	-0.23
$γ_{2}$	0.0550	1.31
$γ_{3}$	-0.1328	-4.31
$γ_{4}$	0.1397	4.42
$γ_{5}$	-0.0779	-1.95
$γ_{6}$	0.0161	0.30
$γ_{7}$	0.0545	1.00
$γ_{8}$	-0.1503	-2.52

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts