V-Lab
IAMGOLD Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:43.53% (-0.84%)
Analysis last updated: Saturday, April 20, 2024 at 01:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2645 | 16.48 | |
| 0.0263 | 10.68 | |
| 0.9271 | 382.61 | |
| 0.0536 | 10.14 |
Estimation Period:
Mar 8, 1996 to Apr 19, 2024
Mar 8, 1996 to Apr 19, 2024