V-Lab
Detour Gold Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 4th, 2020:49.38% (+0.56%)
Analysis last updated: Monday, March 1, 2021 at 07:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3967 | 10.16 | |
| 0.0232 | 8.28 | |
| 0.9122 | 242.14 | |
| 0.0761 | 10.36 |
Estimation Period:
Jan 31, 2007 to Jan 31, 2020
Jan 31, 2007 to Jan 31, 2020
News Impact Curve
Volatility Forecasts
Other Detour Gold Corp Analyses