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

V-Lab

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V-Lab

Centerra Gold Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.50% (+0.94%)

Analysis last updated: Saturday, April 20, 2024 at 01:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5498	6.35
$α$	0.1093	4.98
$β$	0.7463	12.13
$γ_{1}$	0.0951	0.80
$γ_{2}$	-0.3260	-1.81
$γ_{3}$	0.4273	3.89
$γ_{4}$	-0.3089	-3.18
$γ_{5}$	0.0228	0.22
$γ_{6}$	0.3255	2.75
$γ_{7}$	-0.4203	-3.04
$γ_{8}$	0.2453	2.29

Estimation Period:
Jul 1, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts