WA Gold Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
136.52%
increased by 7.27%
1 Week
139.64%
increased by 10.39%
1 Month
144.01%
increased by 14.76%
Analysis last updated: Thursday, May 21, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7292 | 4.26 | |
| 0.1132 | 4.34 | |
| 0.7043 | 10.77 | |
| 0.1217 | 0.47 | |
| -0.1668 | -0.48 | |
| 0.4260 | 1.92 | |
| -1.1849 | -5.19 | |
| 1.5200 | 6.88 | |
| -1.4190 | -5.78 | |
| 1.4504 | 5.37 | |
| -1.1959 | -4.89 | |
| 0.6580 | 2.07 |
Estimation Period:
May 12, 2004 to May 15, 2026
May 12, 2004 to May 15, 2026
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