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

V-Lab

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V-Lab

Alacer Gold Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 15th, 2020:53.95% (-0.05%)

Analysis last updated: Monday, September 14, 2020 at 10:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8142	6.82
$α$	0.0579	3.79
$β$	0.8900	27.39
$γ_{1}$	-0.0816	-3.69
$γ_{2}$	0.1705	4.18

Estimation Period:
Feb 7, 2011 to Sep 11, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts