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V-Lab

Tanami Gold NL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.54% (-1.63%)
Analysis last updated: Friday, February 13, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tanami Gold NL SGARCH
paramt-stat
ω3.49826.08
α0.09266.41
β0.818032.24
γ10.29764.55
γ2-0.3201-3.22
γ3-0.0574-0.87
γ40.21823.55
γ5-0.2868-4.55
γ60.32944.87
γ7-0.4073-4.25
γ80.38613.88
γ9-0.1958-2.45
γ100.01060.10
Estimation Period:
Jan 17, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts