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

V-Lab

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V-Lab

Argonaut Gold Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:91.83% (-1.36%)

Analysis last updated: Wednesday, April 24, 2024 at 12:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1047	4.43
$α$	0.0699	4.03
$β$	0.8833	25.73
$γ_{1}$	0.1827	3.10
$γ_{2}$	-0.2937	-3.35
$γ_{3}$	0.2058	2.63
$γ_{4}$	-0.1201	-0.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts