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

V-Lab

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V-Lab

Evolution Mining Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:43.10% (-0.80%)

Analysis last updated: Thursday, May 16, 2024 at 07:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1684	5.16
$α$	0.0672	5.96
$β$	0.8919	45.79
$γ_{1}$	0.1719	1.49
$γ_{2}$	-0.3300	-1.99
$γ_{3}$	0.1892	1.95
$γ_{4}$	0.0921	0.98
$γ_{5}$	-0.3524	-3.34
$γ_{6}$	0.4479	4.64
$γ_{7}$	-0.3069	-2.56
$γ_{8}$	0.1408	0.55

Estimation Period:
Aug 20, 2002 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts