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

V-Lab

Sylvania Platinum Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:52.44% (-4.27%)

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
$ω$	0.8487	3.93
$α$	0.1438	6.09
$β$	0.7027	15.54
$γ_{1}$	-0.6389	-2.35
$γ_{2}$	0.9256	2.50
$γ_{3}$	-0.4109	-2.01
$γ_{4}$	0.3076	1.67
$γ_{5}$	-0.4261	-2.69
$γ_{6}$	0.3821	2.58
$γ_{7}$	-0.0196	-0.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts