V-Lab: Silver Lake Resources Ltd APARCH Volatility Analysis

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V-Lab

Silver Lake Resources Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:44.28% (-0.52%)

Analysis last updated: Thursday, May 9, 2024 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1522	8.34
$α$	0.0570	22.33
$β$	0.9358	327.44
$γ$	0.1671	7.81
$δ$	1.6807	25.83

Estimation Period:
Nov 14, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts