V-Lab: Evolution Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Evolution Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:43.47% (-0.63%)

Analysis last updated: Thursday, May 2, 2024 at 04:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1596	5.12
$α$	0.0665	5.94
$β$	0.8931	46.30
$γ_{1}$	0.1659	1.43
$γ_{2}$	-0.3206	-1.92
$γ_{3}$	0.1835	1.88
$γ_{4}$	0.0948	0.99
$γ_{5}$	-0.3485	-3.25
$γ_{6}$	0.4303	4.51
$γ_{7}$	-0.2663	-2.65
$γ_{8}$	0.0567	0.64

Estimation Period:
Aug 20, 2002 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts