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V-Lab

Petra Diamonds Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.08% (-4.39%)
Analysis last updated: Sunday, February 8, 2026 at 04:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petra Diamonds Ltd S0GARCH
paramt-stat
ω0.26164.34
α0.14725.64
β0.670412.33
γ1-0.3461-2.34
γ20.16340.84
γ30.40694.35
γ4-0.3211-2.96
γ50.26942.07
γ6-0.5114-3.93
γ70.64735.40
γ8-0.4312-4.59
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts