V-Lab: Sylvania Platinum Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Sylvania Platinum Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:47.74% (-4.60%)

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
$ω$	0.8499	3.95
$α$	0.1431	6.03
$β$	0.7012	15.38
$γ_{1}$	-0.6341	-2.34
$γ_{2}$	0.9195	2.49
$γ_{3}$	-0.4118	-2.03
$γ_{4}$	0.3207	1.76
$γ_{5}$	-0.4659	-3.00
$γ_{6}$	0.4799	3.54
$γ_{7}$	-0.2718	-2.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts