V-Lab: Sylvania Platinum Ltd MF2-GARCH Volatility Analysis

V-Lab

Sylvania Platinum Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:46.97% (-3.70%)

Analysis last updated: Sunday, August 10, 2025 at 04:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0687	10.12
$β$	0.6390	14.86
$γ$	0.0690	6.20
$λ_{1}$	4.1336	0.35
$λ_{2}$	0.5812	0.34
$λ_{3}$	0.0000	0.00

Estimation Period:
Mar 25, 2011 to Aug 8, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts