V-Lab: IAMGOLD Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

IAMGOLD Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:49.01% (-1.19%)

Analysis last updated: Friday, April 19, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8885	7.77
$α$	0.0605	7.43
$β$	0.9029	70.56
$γ_{1}$	-0.0277	-2.67
$γ_{2}$	0.0489	3.07
$γ_{3}$	-0.0320	-2.72
$γ_{4}$	0.0128	1.41

Estimation Period:
Mar 8, 1996 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts