V-Lab: Regis Resources Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Regis Resources Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:52.89% (-0.96%)

Analysis last updated: Wednesday, May 8, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8568	2.23
$α$	0.0710	9.00
$β$	0.8904	108.74
$γ$	0.0975	6.11
$δ$	2.2587	10.38

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts