V-Lab: IAMGOLD Corp AGARCH Volatility Analysis

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V-Lab

IAMGOLD Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:50.07% (-2.24%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4074	18.16
$α$	0.0815	42.80
$β$	0.8761	353.71
$γ$	1.3285	15.89

Estimation Period:
Mar 8, 1996 to Apr 19, 2024

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