V-Lab: Silvercorp Metals Inc Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Silvercorp Metals Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:48.10% (-1.46%)

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
$ω$	1.9690	3.35
$α$	0.0771	6.22
$β$	0.8698	40.46
$γ_{1}$	0.2508	3.04
$γ_{2}$	-0.3528	-2.89
$γ_{3}$	-0.0366	-0.35
$γ_{4}$	0.3441	3.66
$γ_{5}$	-0.3010	-4.70
$γ_{6}$	0.1639	2.60
$γ_{7}$	-0.1175	-1.37
$γ_{8}$	0.0702	0.69
$γ_{9}$	-0.0384	-0.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts