V-Lab: Barrick Gold Corp Asy. Power MEM Volatility Analysis

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V-Lab

Barrick Gold Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:39.33% (-2.29%)

Analysis last updated: Friday, April 19, 2024 at 01:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0735	18.77
$α$	0.1431	63.48
$β$	0.8410	327.62
$γ$	0.0313	5.22
$δ$	1.1783	24.69

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts