V-Lab: Augusta Gold Corp GARCH Volatility Analysis

V-Lab

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V-Lab

Augusta Gold Corp GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:74.30% (-1.25%)

Analysis last updated: Friday, April 19, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4403	4.47
$α$	0.0373	9.69
$β$	0.9427	144.31

Estimation Period:
Mar 29, 2021 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts