V-Lab: Alamos Gold Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alamos Gold Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.74% (-0.82%)

Analysis last updated: Thursday, April 18, 2024 at 01:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3059	7.50
$α$	0.0757	6.17
$β$	0.8753	46.51
$γ_{1}$	0.0001	0.01
$γ_{2}$	0.0234	0.93
$γ_{3}$	-0.0535	-2.92
$γ_{4}$	0.0464	3.43

Estimation Period:
Feb 21, 2003 to Apr 12, 2024

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