V-Lab: Silver Lake Resources Ltd Spline-GARCH Volatility Analysis

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V-Lab

Silver Lake Resources Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:37.71% (-1.17%)

Analysis last updated: Saturday, May 11, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8233	5.81
$α$	0.0715	4.57
$β$	0.8321	20.73
$γ_{1}$	-0.7604	-4.08
$γ_{2}$	1.1117	4.07
$γ_{3}$	-0.3100	-1.91
$γ_{4}$	-0.1325	-0.90
$γ_{5}$	-0.1225	-0.68
$γ_{6}$	0.5727	3.14
$γ_{7}$	-0.6620	-3.93
$γ_{8}$	0.5947	2.95
$γ_{9}$	-0.7118	-2.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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