V-Lab: Barrick Gold Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Barrick Gold Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:34.44% (-0.41%)

Analysis last updated: Wednesday, April 24, 2024 at 12:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9013	7.97
$α$	0.0395	7.33
$β$	0.9518	147.10
$γ_{1}$	-0.0002	-0.30

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts