V-Lab: Regis Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Regis Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:45.59% (-2.38%)

Analysis last updated: Saturday, April 20, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9675	4.47
$α$	0.1000	6.01
$β$	0.8202	23.72
$γ_{1}$	0.2450	2.04
$γ_{2}$	-0.3330	-1.65
$γ_{3}$	0.1400	0.91
$γ_{4}$	-0.1987	-1.56
$γ_{5}$	0.3965	3.44
$γ_{6}$	-0.4950	-4.21
$γ_{7}$	0.4032	4.12
$γ_{8}$	-0.1941	-2.79
$γ_{9}$	0.0343	0.71

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts