V-Lab: Detour Gold Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Detour Gold Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 4th, 2020:44.70% (+0.06%)

Analysis last updated: Tuesday, February 4, 2020 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0997	5.19
$α$	0.0556	4.60
$β$	0.9155	52.80
$γ_{1}$	-0.0424	-0.64
$γ_{2}$	0.1269	1.29
$γ_{3}$	-0.1589	-2.49
$γ_{4}$	0.1027	2.06

Estimation Period:
Jan 31, 2007 to Jan 31, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts