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

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V-Lab

Regis Resources Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:41.04% (-1.82%)

Analysis last updated: Tuesday, May 7, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0337	4.60
$α$	0.0998	6.04
$β$	0.8193	23.54
$γ_{1}$	0.2676	2.29
$γ_{2}$	-0.3683	-1.89
$γ_{3}$	0.1621	1.09
$γ_{4}$	-0.2148	-1.72
$γ_{5}$	0.4068	3.58
$γ_{6}$	-0.4971	-4.27
$γ_{7}$	0.3902	3.93
$γ_{8}$	-0.1470	-1.77
$γ_{9}$	-0.1044	-0.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts