V-Lab: Enova Mining Ltd APARCH Volatility Analysis

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V-Lab

Enova Mining Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:147.32% (-1.96%)

Analysis last updated: Tuesday, May 21, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6130	3.68
$α$	0.0310	10.39
$β$	0.9603	435.09
$γ$	0.1375	3.99
$δ$	2.2110	19.55

Estimation Period:
Apr 13, 2007 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts