V-Lab: Resolute Mining Ltd MF2-GARCH Volatility Analysis

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V-Lab

Resolute Mining Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:53.38% (-0.28%)

Analysis last updated: Saturday, May 11, 2024 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0560	18.75
$β$	0.8194	55.74
$γ$	0.0359	7.58
$λ_{1}$	0.0654	1.66
$λ_{2}$	0.0240	2.44
$λ_{3}$	0.9718	79.42

Estimation Period:
Jan 4, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts