V-Lab: Enova Mining Ltd Spline-GARCH Volatility Analysis

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V-Lab

Enova Mining Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:160.79% (-8.04%)

Analysis last updated: Saturday, May 18, 2024 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5503	5.49
$α$	0.1331	3.93
$β$	0.3893	2.98
$γ_{1}$	-0.4037	-0.98
$γ_{2}$	0.2865	0.47
$γ_{3}$	-0.0846	-0.16
$γ_{4}$	1.1159	1.95
$γ_{5}$	-1.7430	-3.54
$γ_{6}$	1.1394	2.64
$γ_{7}$	-1.2917	-2.78
$γ_{8}$	2.5003	4.36
$γ_{9}$	-2.1245	-2.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts