V-Lab: B2Gold Corp AGARCH Volatility Analysis

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V-Lab

B2Gold Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:43.41% (-1.34%)

Analysis last updated: Friday, April 19, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1608	14.50
$α$	0.0745	38.84
$β$	0.9123	489.67
$γ$	0.4790	6.14

Estimation Period:
Dec 6, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts