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

V-Lab

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V-Lab

Argonaut Gold Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:88.07% (-0.75%)

Analysis last updated: Tuesday, April 23, 2024 at 02:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1122	4.52
$α$	0.0692	4.10
$β$	0.8841	26.17
$γ_{1}$	0.1880	3.30
$γ_{2}$	-0.3056	-3.74
$γ_{3}$	0.2254	4.18
$γ_{4}$	-0.1647	-3.59

Estimation Period:
Sep 20, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts