V-Lab: Silvercorp Metals Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Silvercorp Metals Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:58.74% (-1.28%)

Analysis last updated: Thursday, May 9, 2024 at 12:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4074	6.98
$α$	0.0754	27.01
$β$	0.9036	325.29
$γ$	-0.0170	-2.22
$δ$	2.5723	35.62

Estimation Period:
Aug 29, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts