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

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V-Lab

Resolute Mining Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:51.18% (+0.36%)

Analysis last updated: Wednesday, May 8, 2024 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6966	4.32
$α$	0.0722	6.84
$β$	0.8533	34.13
$γ_{1}$	-0.0402	-0.72
$γ_{2}$	0.1185	1.53
$γ_{3}$	-0.1711	-3.50
$γ_{4}$	0.1569	4.44
$γ_{5}$	-0.1254	-3.91
$γ_{6}$	0.1419	4.33
$γ_{7}$	-0.1857	-5.25
$γ_{8}$	0.2171	5.82
$γ_{9}$	-0.2402	-3.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts