V-Lab: Alacer Gold Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Alacer Gold Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, September 21st, 2020:52.44% (+0.04%)

Analysis last updated: Saturday, September 19, 2020 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1667	12.11
$α$	0.1312	35.88
$β$	0.8623	242.69
$γ$	0.1049	11.52
$δ$	1.6934	27.00

Estimation Period:
Aug 15, 2002 to Sep 18, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts